-71.5%
USO vs CNQ
+516.1%
-587.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +21.7% | +6.2% | +15.5% | +17.9% |
| 3M | +20.2% | +12.4% | +7.9% | +13.6% |
| 6M | +43.4% | +9.0% | +34.3% | +38.7% |
| YTD | +124.0% | +52.2% | +71.8% | +81.3% |
| 1Y | +112.2% | +65.0% | +47.2% | +64.5% |
| 3Y | +97.7% | +78.8% | +18.8% | +45.9% |
| 5Y | +217.4% | +286.0% | -68.6% | +56.5% |
| 10Y | +82.8% | +420.7% | -337.9% | -32.5% |
| All | -71.5% | +516.1% | -587.6% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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