+81.0%
USO vs CNH
+113.9%
-32.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -2.7% | +6.7% | -9.4% | -4.3% |
| 30D | -6.3% | +7.2% | -13.5% | -8.1% |
| 3M | +10.9% | +17.5% | -6.6% | +6.0% |
| 6M | +2.0% | +15.0% | -12.9% | -3.1% |
| YTD | +104.6% | +36.8% | +67.8% | +81.6% |
| 1Y | +94.5% | +27.6% | +66.9% | +75.6% |
| 3Y | +97.1% | +34.3% | +62.7% | +68.2% |
| 5Y | +151.6% | -12.2% | +163.9% | +137.6% |
| 10Y | +81.0% | +113.9% | -32.9% | +36.8% |
| All | +81.0% | +113.9% | -32.9% | +36.8% |
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