+159.6%
USO vs CVE
+158.6%
+1.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -1.9% | +5.9% | -7.8% | -5.3% |
| 30D | -5.2% | -10.9% | +5.7% | +1.6% |
| 3M | +16.4% | -4.5% | +20.9% | +19.8% |
| 6M | +2.5% | -1.0% | +3.5% | +3.6% |
| YTD | +110.5% | +74.7% | +35.8% | +54.3% |
| 1Y | +108.4% | +65.8% | +42.6% | +57.3% |
| 3Y | +99.6% | +73.2% | +26.5% | +43.2% |
| All | +159.6% | +158.6% | +1.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling