+82.1%
USO vs CFG
+189.1%
-107.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | +1.5% | +7.9% | +9.5% |
| 30D | +23.6% | -3.8% | +27.4% | +23.5% |
| 3M | +3.8% | +11.5% | -7.7% | +3.5% |
| 6M | +55.0% | +19.2% | +35.9% | +54.1% |
| YTD | +105.3% | +23.7% | +81.6% | +102.8% |
| 1Y | +91.4% | +38.8% | +52.5% | +86.4% |
| All | +82.1% | +189.1% | -107.0% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling