+77.0%
USO vs CP
+224.3%
-147.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.1% |
| 7D | +6.2% | +0.6% | +5.7% | +6.0% |
| 30D | +19.1% | -0.5% | +19.6% | +19.1% |
| 3M | +14.2% | +0.1% | +14.1% | +13.8% |
| 6M | +43.7% | +7.8% | +35.9% | +37.7% |
| YTD | +116.8% | +22.9% | +94.0% | +95.3% |
| 1Y | +104.3% | +21.3% | +83.0% | +84.6% |
| 3Y | +91.5% | +20.4% | +71.2% | +67.7% |
| 5Y | +214.1% | +34.9% | +179.1% | +150.6% |
| 10Y | +77.0% | +233.3% | -156.3% | -19.0% |
| All | +77.0% | +224.3% | -147.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling