+112.0%
USO vs COR
+8.7%
+103.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.6% |
| 7D | +11.5% | -4.8% | +16.3% | +11.7% |
| 30D | +24.1% | -3.7% | +27.8% | +24.3% |
| 3M | +17.9% | +14.3% | +3.6% | +17.4% |
| 6M | +49.6% | -8.5% | +58.1% | +47.0% |
| YTD | +129.0% | -4.4% | +133.4% | +125.9% |
| 1Y | +112.0% | +9.1% | +102.9% | +109.4% |
| All | +112.0% | +8.7% | +103.3% | +109.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling