+151.6%
USO vs CSGP
-63.2%
+214.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.7% | -7.1% | +4.4% | -2.6% |
| 30D | -6.3% | +3.6% | -10.0% | -6.5% |
| 3M | +10.9% | -2.7% | +13.6% | +10.7% |
| 6M | +2.0% | -8.0% | +10.1% | +2.3% |
| YTD | +104.6% | -55.0% | +159.5% | +111.9% |
| 1Y | +94.5% | -55.8% | +150.3% | +101.7% |
| 3Y | +97.1% | -62.0% | +159.1% | +104.9% |
| 5Y | +151.6% | -62.9% | +214.6% | +201.1% |
| All | +151.6% | -63.2% | +214.9% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling