+86.1%
USO vs CNP
+137.1%
-51.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.0% |
| 7D | +11.5% | -2.2% | +13.6% | +12.0% |
| 30D | +24.1% | -2.1% | +26.2% | +24.6% |
| 3M | +17.9% | -7.9% | +25.9% | +20.1% |
| 6M | +49.6% | -8.3% | +57.9% | +52.3% |
| YTD | +129.0% | +3.8% | +125.2% | +126.3% |
| 1Y | +112.0% | +5.9% | +106.1% | +108.3% |
| 3Y | +102.3% | +49.3% | +53.0% | +79.8% |
| 5Y | +224.5% | +69.3% | +155.3% | +176.2% |
| All | +86.1% | +137.1% | -51.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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