+102.2%
USO vs CFG
+34.2%
+67.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.4% | -6.8% |
| 7D | -12.7% | +1.8% | -14.5% | -11.7% |
| 30D | +1.0% | +3.3% | -2.3% | +2.9% |
| 3M | +25.6% | -9.8% | +35.4% | +18.9% |
| 6M | -1.5% | +5.2% | -6.7% | +2.5% |
| YTD | +110.3% | +16.1% | +94.2% | +126.5% |
| 1Y | +102.2% | +33.7% | +68.5% | +122.2% |
| All | +102.2% | +34.2% | +67.9% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling