+86.1%
USO vs CG
+321.9%
-235.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +6.0% |
| 7D | +11.5% | -9.8% | +21.3% | +13.4% |
| 30D | +24.1% | -10.3% | +34.4% | +26.2% |
| 3M | +17.9% | -1.7% | +19.6% | +17.3% |
| 6M | +49.6% | -9.8% | +59.4% | +50.0% |
| YTD | +129.0% | -25.6% | +154.6% | +137.6% |
| 1Y | +112.0% | -32.5% | +144.5% | +124.1% |
| 3Y | +102.3% | +45.6% | +56.6% | +70.3% |
| 5Y | +224.5% | +3.7% | +220.9% | +186.1% |
| All | +86.1% | +321.9% | -235.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling