+94.0%
USO vs COR
+81.1%
+12.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | -6.3% | +7.6% | -14.0% | -5.8% |
| 3M | +10.9% | +5.0% | +5.9% | +11.4% |
| 6M | +2.0% | +35.3% | -33.3% | +4.4% |
| YTD | +104.6% | +4.2% | +100.3% | +104.2% |
| 1Y | +94.5% | -3.4% | +98.0% | +91.6% |
| All | +94.0% | +81.1% | +12.9% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling