+91.4%
USO vs CG
+48.1%
+43.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +2.6% |
| 7D | +6.2% | -6.4% | +12.7% | +6.1% |
| 30D | +19.1% | -7.1% | +26.2% | +18.9% |
| 3M | +14.2% | -1.6% | +15.8% | +14.0% |
| 6M | +43.7% | -8.3% | +52.1% | +43.5% |
| YTD | +116.8% | -23.8% | +140.6% | +119.8% |
| 1Y | +104.3% | -28.7% | +133.1% | +108.5% |
| All | +91.4% | +48.1% | +43.3% | +87.6% |
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