-73.9%
USO vs CPB
+28.2%
-102.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.2% |
| 7D | +9.5% | -8.6% | +18.0% | +10.4% |
| 30D | +23.6% | -7.2% | +30.8% | +24.4% |
| 3M | +3.8% | +0.9% | +2.9% | +3.3% |
| 6M | +55.0% | -11.8% | +66.9% | +56.5% |
| YTD | +105.3% | -19.4% | +124.7% | +109.2% |
| 1Y | +91.4% | -30.4% | +121.8% | +98.2% |
| 3Y | +84.6% | -40.2% | +124.7% | +92.5% |
| 5Y | +191.7% | -39.5% | +231.2% | +200.3% |
| 10Y | +73.3% | -47.4% | +120.7% | +80.3% |
| All | -73.9% | +28.2% | -102.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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