-72.7%
USO vs CF
+5,111.8%
-5,184.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -12.1% | -3.2% | -8.9% | -11.2% |
| 30D | +3.1% | +4.3% | -1.2% | +1.8% |
| 3M | +24.9% | +2.8% | +22.0% | +23.7% |
| 6M | +10.8% | +0.6% | +10.2% | +10.7% |
| YTD | +114.6% | +56.6% | +58.0% | +89.9% |
| 1Y | +109.4% | +49.6% | +59.8% | +87.5% |
| 3Y | +98.1% | +61.5% | +36.6% | +70.9% |
| 5Y | +162.4% | +124.0% | +38.5% | +99.6% |
| 10Y | +85.9% | +573.2% | -487.3% | -0.9% |
| All | -72.7% | +5,111.8% | -5,184.5% | -89.0% |
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