-73.9%
USO vs CF
+5,721.2%
-5,795.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.9% |
| 7D | +9.5% | +6.0% | +3.4% | +7.5% |
| 30D | +23.6% | +14.8% | +8.7% | +18.5% |
| 3M | +3.8% | +14.1% | -10.2% | -0.1% |
| 6M | +55.0% | +28.5% | +26.5% | +44.9% |
| YTD | +105.3% | +74.9% | +30.3% | +75.7% |
| 1Y | +91.4% | +61.7% | +29.7% | +67.1% |
| 3Y | +84.6% | +80.3% | +4.2% | +53.7% |
| 5Y | +191.7% | +226.0% | -34.2% | +98.6% |
| 10Y | +73.3% | +569.9% | -496.6% | -8.2% |
| All | -73.9% | +5,721.2% | -5,795.1% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling