+151.6%
USO vs COR
+197.2%
-45.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | +10.9% | +5.0% | +5.9% | +10.7% |
| 6M | +2.0% | +35.3% | -33.3% | +0.6% |
| YTD | +104.6% | +4.2% | +100.3% | +103.3% |
| 1Y | +94.5% | -3.4% | +98.0% | +93.9% |
| 3Y | +97.1% | +81.1% | +15.9% | +81.9% |
| 5Y | +151.6% | +195.8% | -44.2% | +74.2% |
| All | +151.6% | +197.2% | -45.6% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling