+77.0%
USO vs CNH
+157.1%
-80.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.2% |
| 7D | +6.2% | +1.8% | +4.4% | +5.7% |
| 30D | +19.1% | +32.6% | -13.5% | +11.5% |
| 3M | +14.2% | +29.4% | -15.2% | +6.6% |
| 6M | +43.7% | +26.0% | +17.8% | +33.1% |
| YTD | +116.8% | +52.2% | +64.6% | +89.2% |
| 1Y | +104.3% | +23.9% | +80.5% | +88.3% |
| 3Y | +91.5% | +10.1% | +81.4% | +76.7% |
| 5Y | +214.1% | +13.2% | +200.9% | +176.2% |
| 10Y | +77.0% | +160.7% | -83.6% | +16.1% |
| All | +77.0% | +157.1% | -80.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling