+151.6%
USO vs CTAS
+118.7%
+32.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | -6.3% | +10.7% | -17.1% | -6.6% |
| 3M | +10.9% | +11.0% | -0.1% | +10.5% |
| 6M | +2.0% | +38.7% | -36.7% | +0.7% |
| YTD | +104.6% | +21.8% | +82.8% | +103.3% |
| 1Y | +94.5% | +23.6% | +71.0% | +93.1% |
| 3Y | +97.1% | +74.9% | +22.1% | +85.6% |
| 5Y | +151.6% | +119.5% | +32.2% | +135.8% |
| All | +151.6% | +118.7% | +32.9% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling