+73.5%
USO vs CSGP
+72.5%
+0.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.1% | -4.1% |
| 7D | -9.1% | -1.8% | -7.2% | -8.9% |
| 30D | -3.7% | +5.3% | -9.0% | -4.8% |
| 3M | +20.9% | +3.3% | +17.6% | +19.5% |
| 6M | +6.8% | -4.7% | +11.5% | +6.4% |
| YTD | +106.3% | -53.5% | +159.8% | +126.7% |
| 1Y | +100.2% | -53.7% | +153.9% | +120.0% |
| 3Y | +103.1% | -59.7% | +162.8% | +124.3% |
| 5Y | +146.1% | -62.5% | +208.6% | +173.4% |
| 10Y | +73.5% | +67.3% | +6.2% | +76.4% |
| All | +73.5% | +72.5% | +0.9% | +76.4% |
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