+84.4%
USO vs CP
+257.3%
-173.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -1.9% | +2.1% | -4.1% | -2.7% |
| 30D | -5.2% | +9.3% | -14.5% | -8.6% |
| 3M | +16.4% | +0.5% | +16.0% | +15.6% |
| 6M | +2.5% | +10.4% | -7.9% | -2.2% |
| YTD | +110.5% | +28.7% | +81.8% | +85.8% |
| 1Y | +108.4% | +33.2% | +75.2% | +81.1% |
| 3Y | +99.6% | +38.4% | +61.2% | +63.9% |
| 5Y | +160.1% | +26.2% | +133.9% | +117.1% |
| All | +84.4% | +257.3% | -173.0% | -15.1% |
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