-73.9%
USO vs CSGP
+534.6%
-608.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +9.5% | -4.1% | +13.5% | +10.2% |
| 30D | +23.6% | +2.3% | +21.3% | +22.7% |
| 3M | +3.8% | -8.2% | +12.0% | +4.5% |
| 6M | +55.0% | -35.1% | +90.1% | +65.9% |
| YTD | +105.3% | -54.0% | +159.3% | +132.8% |
| 1Y | +91.4% | -65.3% | +156.7% | +128.6% |
| 3Y | +84.6% | -62.6% | +147.1% | +113.0% |
| 5Y | +191.7% | -64.8% | +256.6% | +233.3% |
| 10Y | +73.3% | +45.1% | +28.2% | +41.3% |
| All | -73.9% | +534.6% | -608.5% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling