-47.9%
USO vs CPAY
+1,533.9%
-1,581.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | +11.5% | -2.7% | +14.1% | +12.3% |
| 30D | +24.1% | +0.6% | +23.5% | +23.8% |
| 3M | +17.9% | +17.0% | +0.9% | +12.4% |
| 6M | +49.6% | +24.1% | +25.5% | +38.8% |
| YTD | +129.0% | +35.7% | +93.3% | +104.7% |
| 1Y | +112.0% | +34.0% | +78.0% | +89.3% |
| 3Y | +102.3% | +50.3% | +52.0% | +67.2% |
| 5Y | +224.5% | +56.7% | +167.9% | +157.6% |
| 10Y | +86.9% | +153.9% | -67.0% | +24.3% |
| All | -47.9% | +1,533.9% | -1,581.8% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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