+195.5%
USO vs CSGP
-64.7%
+260.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +9.5% | -4.1% | +13.5% | +9.6% |
| 30D | +23.6% | +2.3% | +21.3% | +23.4% |
| 3M | +3.8% | -8.2% | +12.0% | +4.4% |
| 6M | +55.0% | -35.1% | +90.1% | +58.6% |
| YTD | +105.3% | -54.0% | +159.3% | +113.6% |
| 1Y | +91.4% | -65.3% | +156.7% | +102.6% |
| 3Y | +84.6% | -62.6% | +147.1% | +93.4% |
| All | +195.5% | -64.7% | +260.2% | +248.5% |
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 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