+76.1%
USO vs CVE
+132.7%
-56.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -10.6% | -10.0% | -0.6% | -5.9% |
| 30D | -4.6% | -11.9% | +7.3% | +1.4% |
| 3M | +12.3% | -5.9% | +18.3% | +15.8% |
| 6M | +5.9% | -1.6% | +7.4% | +7.5% |
| YTD | +104.5% | +66.3% | +38.3% | +62.8% |
| 1Y | +97.3% | +57.5% | +39.8% | +61.0% |
| 3Y | +97.0% | +65.4% | +31.6% | +54.1% |
| 5Y | +151.2% | +144.2% | +7.0% | +61.6% |
| 10Y | +76.1% | +135.5% | -59.4% | -8.9% |
| All | +76.1% | +132.7% | -56.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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