+81.3%
USO vs CNH
+13.8%
+67.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | 0.0% |
| 7D | +9.5% | +23.3% | -13.8% | +10.1% |
| 30D | +23.6% | +33.5% | -9.9% | +24.6% |
| 3M | +3.8% | +32.7% | -28.9% | +4.8% |
| 6M | +55.0% | +22.2% | +32.9% | +58.2% |
| YTD | +105.3% | +57.7% | +47.6% | +102.2% |
| 1Y | +91.4% | +28.0% | +63.4% | +93.8% |
| All | +81.3% | +13.8% | +67.5% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling