+200.5%
USO vs CHRW
+90.3%
+110.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +3.6% | +1.9% | +1.6% | +3.4% |
| 30D | +23.8% | +0.9% | +22.8% | +23.6% |
| 3M | +8.1% | -19.9% | +27.9% | +10.2% |
| 6M | +34.3% | -15.8% | +50.1% | +36.1% |
| YTD | +111.1% | -5.6% | +116.7% | +110.5% |
| 1Y | +99.9% | +21.0% | +78.9% | +92.5% |
| 3Y | +86.5% | +86.0% | +0.5% | +65.7% |
| 5Y | +200.5% | +88.6% | +111.9% | +152.4% |
| All | +200.5% | +90.3% | +110.3% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling