+86.5%
USO vs CNP
+54.5%
+32.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.9% |
| 7D | +3.6% | +1.6% | +1.9% | +3.6% |
| 30D | +23.8% | -0.8% | +24.6% | +23.7% |
| 3M | +8.1% | -3.6% | +11.6% | +8.0% |
| 6M | +34.3% | -6.9% | +41.2% | +34.0% |
| YTD | +111.1% | +6.4% | +104.7% | +112.2% |
| 1Y | +99.9% | +9.9% | +90.0% | +101.5% |
| 3Y | +86.5% | +53.1% | +33.4% | +93.5% |
| All | +86.5% | +54.5% | +32.0% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling