+10.8%
USO vs CVE
-4.3%
+15.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | -12.1% | -16.1% | +4.0% | +3.7% |
| 30D | +3.1% | -10.4% | +13.5% | +13.2% |
| 3M | +24.9% | -2.4% | +27.2% | +25.2% |
| 6M | +10.8% | -4.4% | +15.2% | +13.5% |
| All | +10.8% | -4.3% | +15.1% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling