-53.1%
USO vs CG
+282.0%
-335.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -5.2% | +11.2% | -16.4% | -7.6% |
| 3M | +16.4% | -22.1% | +38.5% | +21.5% |
| 6M | +2.5% | -17.9% | +20.4% | +5.0% |
| YTD | +110.5% | -31.3% | +141.8% | +121.4% |
| 1Y | +108.4% | -24.0% | +132.4% | +113.7% |
| 3Y | +99.6% | +45.0% | +54.7% | +66.2% |
| 5Y | +160.1% | -22.6% | +182.7% | +147.6% |
| 10Y | +86.3% | +282.1% | -195.9% | +3.5% |
| All | -53.1% | +282.0% | -335.1% | -76.0% |
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 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