-73.9%
USO vs CB
+898.6%
-972.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | +23.6% | -3.1% | +26.7% | +24.6% |
| 3M | +3.8% | +9.0% | -5.1% | +1.1% |
| 6M | +55.0% | +2.9% | +52.2% | +53.3% |
| YTD | +105.3% | +10.1% | +95.2% | +98.9% |
| 1Y | +91.4% | +22.8% | +68.6% | +79.8% |
| 3Y | +84.6% | +73.8% | +10.8% | +54.8% |
| 5Y | +191.7% | +99.2% | +92.6% | +132.7% |
| 10Y | +73.3% | +218.2% | -144.9% | +17.9% |
| All | -73.9% | +898.6% | -972.5% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling