-73.9%
USO vs CTAS
+2,415.9%
-2,489.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | -1.8% | +11.3% | +10.0% |
| 30D | +23.6% | -0.2% | +23.8% | +23.6% |
| 3M | +3.8% | +11.7% | -7.9% | +0.1% |
| 6M | +55.0% | +0.7% | +54.3% | +53.4% |
| YTD | +105.3% | +7.4% | +97.9% | +99.2% |
| 1Y | +91.4% | -2.1% | +93.5% | +90.5% |
| 3Y | +84.6% | +62.9% | +21.6% | +52.9% |
| 5Y | +191.7% | +111.9% | +79.9% | +117.9% |
| 10Y | +73.3% | +652.2% | -578.9% | -16.0% |
| All | -73.9% | +2,415.9% | -2,489.9% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling