+146.1%
USO vs CNH
-6.4%
+152.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.9% | -14.8% | -4.7% |
| 7D | -9.1% | +8.6% | -17.6% | -9.7% |
| 30D | -3.7% | +12.6% | -16.3% | -4.7% |
| 3M | +20.9% | +17.5% | +3.4% | +18.9% |
| 6M | +6.8% | +18.1% | -11.3% | +4.6% |
| YTD | +106.3% | +40.4% | +65.9% | +93.5% |
| 1Y | +100.2% | +34.0% | +66.2% | +89.1% |
| 3Y | +103.1% | +35.3% | +67.8% | +85.2% |
| 5Y | +146.1% | -5.1% | +151.2% | +129.3% |
| All | +146.1% | -6.4% | +152.5% | +129.3% |
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