+102.2%
USO vs CPNG
-45.7%
+147.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +12.0% | -20.0% | -5.4% |
| 7D | -12.7% | +20.8% | -33.5% | -8.8% |
| 30D | +1.0% | +20.1% | -19.1% | +5.5% |
| 3M | +25.6% | +1.6% | +24.0% | +27.7% |
| 6M | -1.5% | -15.8% | +14.4% | +1.5% |
| YTD | +110.3% | -27.7% | +138.0% | +114.6% |
| 1Y | +102.2% | -46.9% | +149.1% | +113.5% |
| All | +102.2% | -45.7% | +147.9% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling