+100.3%
USO vs CG
+44.9%
+55.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.5% | +3.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.5% |
| 30D | -4.6% | +5.7% | -10.3% | -4.6% |
| 3M | +14.7% | -17.9% | +32.6% | +14.4% |
| 6M | +1.2% | -20.2% | +21.4% | +1.2% |
| YTD | +111.2% | -32.0% | +143.2% | +114.3% |
| 1Y | +109.3% | -27.0% | +136.3% | +109.9% |
| All | +100.3% | +44.9% | +55.4% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling