+86.1%
USO vs COR
+405.5%
-319.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +11.5% | -4.8% | +16.3% | +12.2% |
| 30D | +24.1% | -3.7% | +27.8% | +24.7% |
| 3M | +17.9% | +14.3% | +3.6% | +15.6% |
| 6M | +49.6% | -8.5% | +58.1% | +50.9% |
| YTD | +129.0% | -4.4% | +133.4% | +129.0% |
| 1Y | +112.0% | +9.1% | +102.9% | +107.4% |
| 3Y | +102.3% | +85.2% | +17.1% | +78.4% |
| 5Y | +224.5% | +180.7% | +43.9% | +162.3% |
| All | +86.1% | +405.5% | -319.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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