-54.3%
USO vs CG
+351.2%
-405.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +9.5% | -4.3% | +13.8% | +10.3% |
| 30D | +23.6% | -5.1% | +28.7% | +24.6% |
| 3M | +3.8% | +8.7% | -4.9% | +1.2% |
| 6M | +55.0% | -9.2% | +64.3% | +55.6% |
| YTD | +105.3% | -18.9% | +124.1% | +110.1% |
| 1Y | +91.4% | -25.6% | +117.0% | +99.3% |
| 3Y | +84.6% | +57.3% | +27.3% | +52.4% |
| 5Y | +191.7% | +10.2% | +181.6% | +153.3% |
| 10Y | +73.3% | +364.2% | -290.9% | -7.1% |
| All | -54.3% | +351.2% | -405.5% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling