+102.2%
USO vs CHRW
-10.6%
+112.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.2% | -8.3% | -8.1% |
| 7D | -12.7% | +4.9% | -17.6% | -12.7% |
| 30D | +1.0% | -4.8% | +5.8% | +1.1% |
| 3M | +25.6% | -13.1% | +38.7% | +26.0% |
| 6M | -1.5% | -16.3% | +14.9% | +0.9% |
| YTD | +110.3% | -15.8% | +126.1% | +114.5% |
| 1Y | +102.2% | -11.1% | +113.3% | +105.8% |
| All | +102.2% | -10.6% | +112.7% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling