+200.5%
USO vs CNH
+7.1%
+193.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.4% | +3.4% |
| 7D | +3.6% | +8.8% | -5.2% | +2.7% |
| 30D | +23.8% | +24.7% | -0.9% | +21.1% |
| 3M | +8.1% | +27.3% | -19.3% | +5.2% |
| 6M | +34.3% | +23.2% | +11.1% | +30.6% |
| YTD | +111.1% | +48.9% | +62.2% | +96.7% |
| 1Y | +99.9% | +19.4% | +80.5% | +94.5% |
| 3Y | +86.5% | +7.8% | +78.7% | +81.8% |
| 5Y | +200.5% | +8.7% | +191.8% | +172.2% |
| All | +200.5% | +7.1% | +193.4% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling