+112.2%
USO vs CPNG
-52.8%
+165.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -1.6% |
| 7D | +9.1% | -1.1% | +10.2% | +9.0% |
| 30D | +21.7% | -7.4% | +29.0% | +20.3% |
| 3M | +20.2% | -12.3% | +32.6% | +18.3% |
| 6M | +43.4% | -19.4% | +62.8% | +43.6% |
| YTD | +124.0% | -35.9% | +159.9% | +122.6% |
| 1Y | +112.2% | -53.4% | +165.6% | +121.4% |
| All | +112.2% | -52.8% | +165.0% | +121.4% |
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