+91.4%
USO vs CRH
-14.7%
+106.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +1.6% |
| 7D | +9.5% | -1.7% | +11.1% | +8.4% |
| 30D | +23.6% | -5.4% | +28.9% | +19.3% |
| 3M | +3.8% | -11.2% | +15.0% | -2.2% |
| 6M | +55.0% | -15.8% | +70.9% | +49.0% |
| YTD | +105.3% | -23.6% | +128.9% | +95.6% |
| 1Y | +91.4% | -14.6% | +106.0% | +90.8% |
| All | +91.4% | -14.7% | +106.1% | +90.8% |
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