-73.2%
USO vs CNP
+663.7%
-736.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -1.4% | +2.5% | -3.9% | -2.2% |
| 30D | -4.6% | +4.0% | -8.6% | -5.8% |
| 3M | +14.7% | +1.6% | +13.1% | +14.0% |
| 6M | +1.2% | -1.7% | +2.9% | +1.3% |
| YTD | +111.2% | +8.6% | +102.6% | +104.8% |
| 1Y | +109.3% | +5.8% | +103.5% | +104.6% |
| 3Y | +103.5% | +63.0% | +40.5% | +70.0% |
| 5Y | +160.9% | +74.7% | +86.3% | +110.3% |
| 10Y | +86.9% | +143.7% | -56.8% | +28.1% |
| All | -73.2% | +663.7% | -736.8% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling