+86.5%
USO vs CHRW
+86.2%
+0.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.8% |
| 7D | +3.6% | +1.9% | +1.6% | +3.5% |
| 30D | +23.8% | +0.9% | +22.8% | +23.7% |
| 3M | +8.1% | -19.9% | +27.9% | +8.9% |
| 6M | +34.3% | -15.8% | +50.1% | +35.5% |
| YTD | +111.1% | -5.6% | +116.7% | +111.7% |
| 1Y | +99.9% | +21.0% | +78.9% | +97.5% |
| 3Y | +86.5% | +86.0% | +0.5% | +82.9% |
| All | +86.5% | +86.2% | +0.3% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling