+224.5%
USO vs CTVA
+102.0%
+122.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +11.5% | -4.7% | +16.1% | +12.8% |
| 30D | +24.1% | +11.1% | +13.0% | +20.7% |
| 3M | +17.9% | +13.7% | +4.2% | +13.3% |
| 6M | +49.6% | +11.2% | +38.4% | +44.7% |
| YTD | +129.0% | +26.9% | +102.1% | +113.5% |
| 1Y | +112.0% | +18.8% | +93.2% | +100.5% |
| 3Y | +102.3% | +75.9% | +26.3% | +69.0% |
| 5Y | +224.5% | +105.2% | +119.3% | +157.1% |
| All | +224.5% | +102.0% | +122.6% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling