-72.8%
USO vs CSGP
+558.0%
-630.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.2% |
| 7D | -11.9% | +13.9% | -25.8% | -14.0% |
| 30D | +2.3% | +16.0% | -13.7% | -1.0% |
| 3M | +29.0% | +6.1% | +22.9% | +26.4% |
| 6M | +2.8% | -8.2% | +11.0% | +2.8% |
| YTD | +114.3% | -52.3% | +166.6% | +139.8% |
| 1Y | +108.7% | -54.5% | +163.2% | +135.3% |
| 3Y | +98.0% | -58.6% | +156.6% | +123.0% |
| 5Y | +162.1% | -61.5% | +223.6% | +192.2% |
| 10Y | +85.6% | +74.7% | +11.0% | +44.7% |
| All | -72.8% | +558.0% | -630.7% | -85.6% |
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