-73.8%
USO vs CP
+1,045.7%
-1,119.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -4.7% |
| 7D | -9.1% | +2.8% | -11.8% | -10.2% |
| 30D | -3.7% | +11.3% | -15.1% | -8.1% |
| 3M | +20.9% | +2.9% | +18.1% | +18.7% |
| 6M | +6.8% | +9.8% | -3.0% | +1.8% |
| YTD | +106.3% | +28.5% | +77.7% | +81.7% |
| 1Y | +100.2% | +33.5% | +66.7% | +73.3% |
| 3Y | +103.1% | +31.9% | +71.1% | +71.5% |
| 5Y | +146.1% | +25.5% | +120.6% | +107.9% |
| 10Y | +73.5% | +257.6% | -184.1% | -9.1% |
| All | -73.8% | +1,045.7% | -1,119.5% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling