+99.9%
USO vs CP
+19.5%
+80.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.7% |
| 7D | +3.6% | +2.4% | +1.1% | +4.4% |
| 30D | +23.8% | -0.5% | +24.3% | +23.7% |
| 3M | +8.1% | +1.4% | +6.6% | +8.5% |
| 6M | +34.3% | +10.3% | +23.9% | +40.1% |
| YTD | +111.1% | +24.3% | +86.9% | +114.3% |
| 1Y | +99.9% | +20.4% | +79.5% | +105.4% |
| All | +99.9% | +19.5% | +80.4% | +105.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling