+102.2%
USO vs CRH
-13.9%
+116.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.7% | -3.9% |
| 7D | -12.7% | +14.2% | -26.9% | -3.1% |
| 30D | +1.0% | +19.5% | -18.6% | +15.9% |
| 3M | +25.6% | +0.4% | +25.2% | +27.7% |
| 6M | -1.5% | -10.1% | +8.7% | -4.6% |
| YTD | +110.3% | -19.9% | +130.2% | +110.1% |
| 1Y | +102.2% | -14.8% | +117.0% | +104.1% |
| All | +102.2% | -13.9% | +116.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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