+98.1%
USO vs CP
+26.5%
+71.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | 0.0% |
| 7D | -12.1% | +2.8% | -14.9% | -11.9% |
| 30D | +3.1% | +10.2% | -7.1% | +3.6% |
| 3M | +24.9% | +2.4% | +22.5% | +25.0% |
| 6M | +10.8% | +7.7% | +3.1% | +11.0% |
| YTD | +114.6% | +26.0% | +88.6% | +111.3% |
| 1Y | +109.4% | +34.6% | +74.7% | +104.6% |
| 3Y | +98.1% | +26.7% | +71.4% | +95.7% |
| All | +98.1% | +26.5% | +71.6% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling