+86.5%
USO vs CTAS
+65.1%
+21.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +23.8% | -1.0% | +24.8% | +23.7% |
| 3M | +8.1% | +15.8% | -7.7% | +9.3% |
| 6M | +34.3% | -1.0% | +35.3% | +35.2% |
| YTD | +111.1% | +7.4% | +103.7% | +113.0% |
| 1Y | +99.9% | -0.1% | +100.1% | +101.1% |
| 3Y | +86.5% | +66.3% | +20.2% | +106.2% |
| All | +86.5% | +65.1% | +21.4% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling