+84.4%
USO vs CVE
+149.3%
-64.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -1.9% | +5.9% | -7.8% | -4.6% |
| 30D | -5.2% | -10.9% | +5.7% | +0.2% |
| 3M | +16.4% | -4.5% | +20.9% | +19.2% |
| 6M | +2.5% | -1.0% | +3.5% | +3.6% |
| YTD | +110.5% | +74.7% | +35.8% | +63.6% |
| 1Y | +108.4% | +65.8% | +42.6% | +65.9% |
| 3Y | +99.6% | +73.2% | +26.5% | +52.7% |
| 5Y | +160.1% | +155.6% | +4.5% | +63.7% |
| All | +84.4% | +149.3% | -64.9% | -7.2% |
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