+108.4%
USO vs CP
+31.6%
+76.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.6% |
| 7D | -1.9% | +2.1% | -4.1% | -0.9% |
| 30D | -5.2% | +9.3% | -14.5% | -1.3% |
| 3M | +16.4% | +0.5% | +16.0% | +17.4% |
| 6M | +2.5% | +10.4% | -7.9% | +7.8% |
| YTD | +110.5% | +28.7% | +81.8% | +117.6% |
| 1Y | +108.4% | +33.2% | +75.2% | +116.3% |
| All | +108.4% | +31.6% | +76.8% | +116.3% |
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