+84.4%
USO vs CNH
+106.0%
-21.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.9% | +3.0% | -4.9% | -2.8% |
| 30D | -5.2% | -0.6% | -4.6% | -5.5% |
| 3M | +16.4% | +14.6% | +1.8% | +11.8% |
| 6M | +2.5% | +11.8% | -9.3% | -2.2% |
| YTD | +110.5% | +30.4% | +80.1% | +88.7% |
| 1Y | +108.4% | +19.1% | +89.4% | +91.3% |
| 3Y | +99.6% | +30.2% | +69.5% | +71.2% |
| 5Y | +160.1% | -17.8% | +177.9% | +149.5% |
| All | +84.4% | +106.0% | -21.6% | +40.7% |
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