+159.6%
USO vs CSGP
-62.5%
+222.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -1.9% | +1.3% | -3.2% | -1.9% |
| 30D | -5.2% | +2.8% | -8.0% | -5.4% |
| 3M | +16.4% | -6.3% | +22.8% | +16.4% |
| 6M | +2.5% | -3.2% | +5.7% | +2.6% |
| YTD | +110.5% | -54.0% | +164.5% | +118.0% |
| 1Y | +108.4% | -54.8% | +163.2% | +116.1% |
| 3Y | +99.6% | -60.6% | +160.2% | +107.4% |
| All | +159.6% | -62.5% | +222.1% | +219.7% |
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