+97.0%
USO vs CSGP
-61.1%
+158.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.9% |
| 7D | -10.6% | -3.2% | -7.4% | -10.6% |
| 30D | -4.6% | +2.2% | -6.8% | -4.7% |
| 3M | +12.3% | -3.7% | +16.0% | +12.2% |
| 6M | +5.9% | -7.4% | +13.3% | +6.4% |
| YTD | +104.5% | -54.9% | +159.4% | +113.2% |
| 1Y | +97.3% | -54.9% | +152.2% | +105.6% |
| 3Y | +97.0% | -61.9% | +159.0% | +104.8% |
| All | +97.0% | -61.1% | +158.1% | +104.8% |
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