-72.4%
USO vs CNC
+800.4%
-872.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +6.2% | -4.9% | +11.1% | +6.7% |
| 30D | +19.1% | -3.8% | +22.9% | +19.5% |
| 3M | +14.2% | -3.2% | +17.5% | +14.3% |
| 6M | +43.7% | +47.9% | -4.1% | +37.5% |
| YTD | +116.8% | +55.7% | +61.2% | +105.9% |
| 1Y | +104.3% | +106.2% | -1.9% | +87.9% |
| 3Y | +91.5% | -2.1% | +93.6% | +85.4% |
| 5Y | +214.1% | +3.4% | +210.7% | +198.3% |
| 10Y | +77.0% | +91.7% | -14.6% | +56.4% |
| All | -72.4% | +800.4% | -872.8% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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