+86.1%
USO vs CHRW
+182.4%
-96.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.4% |
| 7D | +11.5% | +4.4% | +7.1% | +10.8% |
| 30D | +24.1% | +5.5% | +18.6% | +23.1% |
| 3M | +17.9% | -17.3% | +35.2% | +21.0% |
| 6M | +49.6% | -12.7% | +62.3% | +51.5% |
| YTD | +129.0% | -4.1% | +133.1% | +127.1% |
| 1Y | +112.0% | +21.2% | +90.8% | +100.4% |
| 3Y | +102.3% | +88.9% | +13.4% | +71.2% |
| 5Y | +224.5% | +93.1% | +131.5% | +167.5% |
| All | +86.1% | +182.4% | -96.4% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling