+214.1%
USO vs CG
+5.5%
+208.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +2.8% |
| 7D | +6.2% | -6.4% | +12.7% | +6.5% |
| 30D | +19.1% | -7.1% | +26.2% | +19.3% |
| 3M | +14.2% | -1.6% | +15.8% | +14.0% |
| 6M | +43.7% | -8.3% | +52.1% | +43.7% |
| YTD | +116.8% | -23.8% | +140.6% | +120.1% |
| 1Y | +104.3% | -28.7% | +133.1% | +108.6% |
| 3Y | +91.5% | +49.2% | +42.4% | +77.9% |
| 5Y | +214.1% | +5.5% | +208.6% | +196.6% |
| All | +214.1% | +5.5% | +208.6% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling