-49.5%
USO vs CFG
+358.2%
-407.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | -4.6% | +2.8% | -7.3% | -5.4% |
| 3M | +12.3% | -10.1% | +22.4% | +14.9% |
| 6M | +5.9% | +3.2% | +2.7% | +4.0% |
| YTD | +104.5% | +14.2% | +90.3% | +94.1% |
| 1Y | +97.3% | +27.4% | +69.9% | +81.6% |
| 3Y | +97.0% | +187.6% | -90.6% | +40.5% |
| 5Y | +151.2% | +65.7% | +85.5% | +102.0% |
| 10Y | +76.1% | +219.7% | -143.6% | +3.0% |
| All | -49.5% | +358.2% | -407.7% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling