-49.3%
USO vs CFG
+396.4%
-445.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | +1.5% | +7.9% | +9.0% |
| 30D | +23.6% | -3.8% | +27.4% | +24.6% |
| 3M | +3.8% | +11.5% | -7.7% | +0.5% |
| 6M | +55.0% | +19.2% | +35.9% | +46.6% |
| YTD | +105.3% | +23.7% | +81.6% | +91.5% |
| 1Y | +91.4% | +38.8% | +52.5% | +72.7% |
| 3Y | +84.6% | +178.9% | -94.3% | +32.9% |
| 5Y | +191.7% | +101.8% | +90.0% | +121.6% |
| 10Y | +73.3% | +317.3% | -244.0% | -7.6% |
| All | -49.3% | +396.4% | -445.7% | -74.1% |
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