+82.6%
USO vs CVE
+72.1%
+10.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.8% |
| 7D | +9.5% | +2.5% | +7.0% | +7.8% |
| 30D | +23.6% | +16.7% | +6.8% | +11.9% |
| 3M | +3.8% | +9.3% | -5.4% | -1.7% |
| 6M | +55.0% | +43.6% | +11.4% | +26.4% |
| YTD | +105.3% | +93.6% | +11.7% | +40.8% |
| 1Y | +91.4% | +98.8% | -7.4% | +29.0% |
| All | +82.6% | +72.1% | +10.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling