-73.2%
USO vs COR
+2,332.3%
-2,405.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.9% |
| 7D | -1.9% | +7.8% | -9.7% | -3.2% |
| 30D | -5.2% | +7.0% | -12.2% | -6.5% |
| 3M | +16.4% | +16.3% | +0.2% | +12.9% |
| 6M | +2.5% | +41.3% | -38.8% | -4.3% |
| YTD | +110.5% | +7.1% | +103.4% | +105.6% |
| 1Y | +108.4% | -0.8% | +109.2% | +106.5% |
| 3Y | +99.6% | +85.0% | +14.7% | +72.3% |
| 5Y | +160.1% | +203.9% | -43.8% | +100.1% |
| 10Y | +86.3% | +510.3% | -424.0% | +19.7% |
| All | -73.2% | +2,332.3% | -2,405.6% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling