-73.2%
USO vs CHD
+1,306.2%
-1,379.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.1% |
| 7D | +3.6% | -2.9% | +6.5% | +3.9% |
| 30D | +23.8% | -6.2% | +30.0% | +24.7% |
| 3M | +8.1% | +1.6% | +6.5% | +7.5% |
| 6M | +34.3% | -3.5% | +37.8% | +34.3% |
| YTD | +111.1% | +16.2% | +94.9% | +105.0% |
| 1Y | +99.9% | +3.4% | +96.5% | +97.4% |
| 3Y | +86.5% | +4.6% | +81.9% | +81.5% |
| 5Y | +200.5% | +21.1% | +179.4% | +178.5% |
| 10Y | +66.5% | +126.5% | -60.0% | +28.8% |
| All | -73.2% | +1,306.2% | -1,379.4% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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