-73.2%
USO vs CPB
+38.3%
-111.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.6% |
| 7D | -1.9% | -1.6% | -0.4% | -1.8% |
| 30D | -5.2% | +19.2% | -24.4% | -7.0% |
| 3M | +16.4% | -0.9% | +17.4% | +16.3% |
| 6M | +2.5% | +15.2% | -12.7% | +0.3% |
| YTD | +110.5% | -13.1% | +123.6% | +112.5% |
| 1Y | +108.4% | -22.4% | +130.8% | +113.2% |
| 3Y | +99.6% | -35.3% | +134.9% | +106.3% |
| 5Y | +160.1% | -33.0% | +193.0% | +164.0% |
| 10Y | +86.3% | -39.2% | +125.4% | +88.4% |
| All | -73.2% | +38.3% | -111.5% | -80.2% |
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