+91.4%
USO vs CPNG
-45.9%
+137.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.3% |
| 7D | +9.5% | -7.4% | +16.9% | +8.1% |
| 30D | +23.6% | -4.4% | +28.0% | +22.7% |
| 3M | +3.8% | -7.5% | +11.3% | +3.3% |
| 6M | +55.0% | -19.9% | +75.0% | +55.5% |
| YTD | +105.3% | -35.2% | +140.4% | +104.4% |
| 1Y | +91.4% | -46.8% | +138.2% | +96.3% |
| All | +91.4% | -45.9% | +137.3% | +96.3% |
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