-74.0%
USO vs CP
+1,042.8%
-1,116.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -10.6% | +2.8% | -13.4% | -11.7% |
| 30D | -4.6% | +11.0% | -15.6% | -8.8% |
| 3M | +12.3% | +3.8% | +8.5% | +9.9% |
| 6M | +5.9% | +9.5% | -3.6% | +1.0% |
| YTD | +104.5% | +28.2% | +76.3% | +80.3% |
| 1Y | +97.3% | +33.0% | +64.4% | +71.1% |
| 3Y | +97.0% | +35.5% | +61.5% | +64.5% |
| 5Y | +151.2% | +25.8% | +125.4% | +112.0% |
| 10Y | +76.1% | +250.7% | -174.6% | -7.0% |
| All | -74.0% | +1,042.8% | -1,116.8% | -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