+82.0%
USO vs CTAS
+687.6%
-605.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | +9.1% | +0.5% | +8.6% | +8.9% |
| 30D | +21.7% | -0.7% | +22.4% | +21.8% |
| 3M | +20.2% | +11.1% | +9.2% | +16.6% |
| 6M | +43.4% | +2.1% | +41.2% | +41.6% |
| YTD | +124.0% | +8.0% | +116.0% | +117.8% |
| 1Y | +112.2% | -0.5% | +112.7% | +110.7% |
| 3Y | +97.7% | +66.2% | +31.4% | +62.8% |
| 5Y | +217.4% | +109.2% | +108.2% | +137.1% |
| All | +82.0% | +687.6% | -605.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling