+76.1%
USO vs CSGP
+61.5%
+14.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | -10.6% | -3.2% | -7.4% | -10.3% |
| 30D | -4.6% | +2.2% | -6.8% | -5.3% |
| 3M | +12.3% | -3.7% | +16.0% | +12.0% |
| 6M | +5.9% | -7.4% | +13.3% | +5.8% |
| YTD | +104.5% | -54.9% | +159.4% | +125.5% |
| 1Y | +97.3% | -54.9% | +152.2% | +117.4% |
| 3Y | +97.0% | -61.9% | +159.0% | +119.3% |
| 5Y | +151.2% | -63.1% | +214.3% | +178.9% |
| 10Y | +76.1% | +65.1% | +11.0% | +84.2% |
| All | +76.1% | +61.5% | +14.7% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling