+247.3%
USO vs CPNG
-76.2%
+323.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.2% |
| 7D | +9.1% | -1.1% | +10.2% | +9.1% |
| 30D | +21.7% | -7.4% | +29.0% | +21.7% |
| 3M | +20.2% | -12.3% | +32.6% | +20.3% |
| 6M | +43.4% | -19.4% | +62.8% | +43.7% |
| YTD | +124.0% | -35.9% | +159.9% | +125.9% |
| 1Y | +112.2% | -53.4% | +165.6% | +116.3% |
| 3Y | +97.7% | -20.0% | +117.7% | +97.2% |
| 5Y | +217.4% | -49.6% | +267.0% | +208.3% |
| All | +247.3% | -76.2% | +323.5% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling