+97.9%
USO vs CSGP
-58.5%
+156.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +1.9% |
| 7D | -11.9% | +13.9% | -25.8% | -11.9% |
| 30D | +2.3% | +16.0% | -13.7% | +2.1% |
| 3M | +29.0% | +6.1% | +22.9% | +28.7% |
| 6M | +2.8% | -8.2% | +11.0% | +3.7% |
| YTD | +114.3% | -52.3% | +166.6% | +123.6% |
| 1Y | +108.7% | -54.5% | +163.2% | +118.4% |
| All | +97.9% | -58.5% | +156.3% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling