+112.0%
USO vs CG
-30.6%
+142.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +4.7% |
| 7D | +11.5% | -9.8% | +21.3% | +7.5% |
| 30D | +24.1% | -10.3% | +34.4% | +19.7% |
| 3M | +17.9% | -1.7% | +19.6% | +17.8% |
| 6M | +49.6% | -9.8% | +59.4% | +47.1% |
| YTD | +129.0% | -25.6% | +154.6% | +122.5% |
| 1Y | +112.0% | -32.5% | +144.5% | +101.4% |
| All | +112.0% | -30.6% | +142.6% | +101.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling