+214.1%
USO vs COR
+180.2%
+33.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +6.2% | -3.9% | +10.1% | +6.5% |
| 30D | +19.1% | -0.3% | +19.4% | +19.1% |
| 3M | +14.2% | +15.9% | -1.7% | +13.3% |
| 6M | +43.7% | -10.3% | +54.0% | +43.8% |
| YTD | +116.8% | -3.7% | +120.5% | +116.2% |
| 1Y | +104.3% | +9.1% | +95.3% | +102.1% |
| 3Y | +91.5% | +86.6% | +5.0% | +71.9% |
| 5Y | +214.1% | +180.9% | +33.1% | +130.4% |
| All | +214.1% | +180.2% | +33.9% | +130.4% |
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 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