+98.1%
USO vs CSGP
-60.4%
+158.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.1% |
| 7D | -12.1% | +1.3% | -13.4% | -12.1% |
| 30D | +3.1% | +10.7% | -7.6% | +2.9% |
| 3M | +24.9% | +3.3% | +21.6% | +24.5% |
| 6M | +10.8% | -10.3% | +21.1% | +11.6% |
| YTD | +114.6% | -54.6% | +169.2% | +123.8% |
| 1Y | +109.4% | -54.6% | +164.0% | +118.3% |
| 3Y | +98.1% | -60.3% | +158.5% | +103.5% |
| All | +98.1% | -60.4% | +158.6% | +103.5% |
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