+200.5%
USO vs CFG
+100.9%
+99.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.9% |
| 7D | +3.6% | +2.7% | +0.9% | +3.4% |
| 30D | +23.8% | -3.7% | +27.5% | +24.1% |
| 3M | +8.1% | +9.5% | -1.4% | +6.9% |
| 6M | +34.3% | +22.2% | +12.0% | +30.8% |
| YTD | +111.1% | +22.3% | +88.8% | +105.2% |
| 1Y | +99.9% | +39.4% | +60.5% | +90.4% |
| 3Y | +86.5% | +188.5% | -102.0% | +57.9% |
| 5Y | +200.5% | +101.5% | +99.0% | +144.3% |
| All | +200.5% | +100.9% | +99.6% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling