+160.0%
USO vs CF
+120.6%
+39.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -12.1% | -3.2% | -8.9% | -10.9% |
| 30D | +3.1% | +4.3% | -1.2% | +1.3% |
| 3M | +24.9% | +2.8% | +22.0% | +23.2% |
| 6M | +10.8% | +0.6% | +10.2% | +10.5% |
| YTD | +114.6% | +56.6% | +58.0% | +86.9% |
| 1Y | +109.4% | +49.6% | +59.8% | +84.8% |
| 3Y | +98.1% | +61.5% | +36.6% | +68.5% |
| All | +160.0% | +120.6% | +39.4% | +81.2% |
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