+49.3%
USO vs CTVA
+216.1%
-166.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.6% |
| 7D | +3.6% | -2.1% | +5.7% | +4.2% |
| 30D | +23.8% | +12.0% | +11.7% | +19.0% |
| 3M | +8.1% | +13.5% | -5.4% | +2.8% |
| 6M | +34.3% | +12.1% | +22.1% | +28.2% |
| YTD | +111.1% | +29.0% | +82.1% | +91.9% |
| 1Y | +99.9% | +18.9% | +81.1% | +86.0% |
| 3Y | +86.5% | +78.9% | +7.6% | +46.0% |
| 5Y | +200.5% | +105.2% | +95.3% | +118.6% |
| All | +49.3% | +216.1% | -166.8% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling