-51.6%
USO vs CNH
+46.6%
-98.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.9% | -14.8% | -6.4% |
| 7D | -9.1% | +8.6% | -17.6% | -11.0% |
| 30D | -3.7% | +12.6% | -16.3% | -6.7% |
| 3M | +20.9% | +17.5% | +3.4% | +15.1% |
| 6M | +6.8% | +18.1% | -11.3% | +0.4% |
| YTD | +106.3% | +40.4% | +65.9% | +80.9% |
| 1Y | +100.2% | +34.0% | +66.2% | +77.4% |
| 3Y | +103.1% | +35.3% | +67.8% | +72.5% |
| 5Y | +146.1% | -5.1% | +151.2% | +125.6% |
| 10Y | +73.5% | +124.0% | -50.6% | +11.8% |
| All | -51.6% | +46.6% | -98.2% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling