+121.6%
USO vs CRBG
+117.3%
+4.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +9.1% | +0.6% | +8.5% | +9.1% |
| 30D | +21.7% | +2.6% | +19.0% | +21.4% |
| 3M | +20.2% | +24.0% | -3.8% | +17.7% |
| 6M | +43.4% | +50.5% | -7.2% | +36.1% |
| YTD | +124.0% | +17.1% | +106.8% | +121.3% |
| 1Y | +112.2% | +5.9% | +106.3% | +113.6% |
| 3Y | +97.7% | +122.7% | -25.1% | +55.6% |
| All | +121.6% | +117.3% | +4.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 5y: compounded portfolio wealth divided by compounded CRBG 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…
5y analysis · Full analysis span regression · 6 months rolling