-73.9%
USO vs CHRW
+336.9%
-410.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +9.5% | -1.4% | +10.9% | +9.7% |
| 30D | +23.6% | -3.5% | +27.0% | +24.2% |
| 3M | +3.8% | -19.4% | +23.2% | +7.6% |
| 6M | +55.0% | -21.4% | +76.4% | +60.3% |
| YTD | +105.3% | -7.1% | +112.4% | +104.4% |
| 1Y | +91.4% | +17.8% | +73.6% | +80.3% |
| 3Y | +84.6% | +78.8% | +5.8% | +55.2% |
| 5Y | +191.7% | +83.5% | +108.2% | +139.9% |
| 10Y | +73.3% | +160.2% | -86.9% | +28.1% |
| All | -73.9% | +336.9% | -410.8% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling