+151.6%
USO vs CVE
+150.7%
+0.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | -6.3% | -10.8% | +4.5% | +0.3% |
| 3M | +10.9% | -4.3% | +15.2% | +13.9% |
| 6M | +2.0% | -1.5% | +3.5% | +3.5% |
| YTD | +104.6% | +70.7% | +33.8% | +52.1% |
| 1Y | +94.5% | +58.1% | +36.4% | +51.0% |
| 3Y | +97.1% | +69.8% | +27.2% | +43.0% |
| 5Y | +151.6% | +148.9% | +2.7% | +33.8% |
| All | +151.6% | +150.7% | +0.9% | +33.8% |
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