-53.0%
USO vs CG
+278.1%
-331.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.5% | +4.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | -4.6% | +5.7% | -10.3% | -6.1% |
| 3M | +14.7% | -17.9% | +32.6% | +18.4% |
| 6M | +1.2% | -20.2% | +21.4% | +4.3% |
| YTD | +111.2% | -32.0% | +143.2% | +122.6% |
| 1Y | +109.3% | -27.0% | +136.3% | +116.6% |
| 3Y | +103.5% | +42.8% | +60.7% | +69.9% |
| 5Y | +160.9% | -23.4% | +184.4% | +148.9% |
| 10Y | +86.9% | +278.2% | -191.3% | +4.1% |
| All | -53.0% | +278.1% | -331.1% | -75.8% |
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