+97.7%
USO vs CRH
+70.5%
+27.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.0% |
| 7D | +9.1% | -6.1% | +15.2% | +7.6% |
| 30D | +21.7% | -9.3% | +31.0% | +19.2% |
| 3M | +20.2% | -15.2% | +35.4% | +16.8% |
| 6M | +43.4% | -14.2% | +57.6% | +40.1% |
| YTD | +124.0% | -28.3% | +152.2% | +118.5% |
| 1Y | +112.2% | -21.8% | +134.0% | +106.8% |
| 3Y | +97.7% | +71.6% | +26.0% | +98.0% |
| All | +97.7% | +70.5% | +27.2% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling