+84.4%
USO vs CTAS
+814.6%
-730.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.9% | +2.0% | -3.9% | -2.4% |
| 30D | -5.2% | +8.7% | -13.9% | -7.3% |
| 3M | +16.4% | +13.3% | +3.2% | +12.6% |
| 6M | +2.5% | +39.4% | -36.9% | -6.5% |
| YTD | +110.5% | +21.5% | +89.0% | +98.3% |
| 1Y | +108.4% | +21.9% | +86.5% | +96.1% |
| 3Y | +99.6% | +73.6% | +26.0% | +63.7% |
| 5Y | +160.1% | +116.2% | +43.8% | +94.6% |
| All | +84.4% | +814.6% | -730.2% | +23.2% |
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