+58.3%
USO vs CTVA
+208.7%
-150.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +9.1% | -4.5% | +13.6% | +10.8% |
| 30D | +21.7% | +11.3% | +10.4% | +17.3% |
| 3M | +20.2% | +12.3% | +7.9% | +14.7% |
| 6M | +43.4% | +7.2% | +36.2% | +39.1% |
| YTD | +124.0% | +26.0% | +98.0% | +105.1% |
| 1Y | +112.2% | +16.0% | +96.2% | +99.0% |
| 3Y | +97.7% | +73.9% | +23.7% | +56.3% |
| 5Y | +217.4% | +103.8% | +113.6% | +131.2% |
| All | +58.3% | +208.7% | -150.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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