-73.2%
USO vs CHRW
+297.7%
-370.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | -1.4% | +4.7% | -6.2% | -2.3% |
| 30D | -4.6% | -2.6% | -2.0% | -4.5% |
| 3M | +14.7% | -8.0% | +22.7% | +15.8% |
| 6M | +1.2% | -19.0% | +20.2% | +4.1% |
| YTD | +111.2% | -15.5% | +126.7% | +113.0% |
| 1Y | +109.3% | -10.8% | +120.1% | +108.6% |
| 3Y | +103.5% | +79.8% | +23.7% | +69.4% |
| 5Y | +160.9% | +59.3% | +101.7% | +119.8% |
| 10Y | +86.9% | +129.6% | -42.7% | +40.9% |
| All | -73.2% | +297.7% | -370.9% | -82.6% |
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