+112.0%
USO vs CHRW
+23.5%
+88.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.6% |
| 7D | +11.5% | +4.4% | +7.1% | +11.5% |
| 30D | +24.1% | +5.5% | +18.6% | +24.2% |
| 3M | +17.9% | -17.3% | +35.2% | +18.5% |
| 6M | +49.6% | -12.7% | +62.3% | +51.7% |
| YTD | +129.0% | -4.1% | +133.1% | +132.7% |
| 1Y | +112.0% | +21.2% | +90.8% | +121.1% |
| All | +112.0% | +23.5% | +88.5% | +121.1% |
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 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