+195.5%
USO vs CF
+227.0%
-31.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.2% |
| 7D | +9.5% | +6.0% | +3.4% | +6.9% |
| 30D | +23.6% | +14.8% | +8.7% | +16.8% |
| 3M | +3.8% | +14.1% | -10.2% | -1.5% |
| 6M | +55.0% | +28.5% | +26.5% | +42.6% |
| YTD | +105.3% | +74.9% | +30.3% | +71.7% |
| 1Y | +91.4% | +61.7% | +29.7% | +63.5% |
| 3Y | +84.6% | +80.3% | +4.2% | +50.4% |
| All | +195.5% | +227.0% | -31.5% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling