-54.2%
USO vs CVE
+61.8%
-116.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -12.1% | -16.1% | +4.0% | -3.7% |
| 30D | +3.1% | -10.4% | +13.5% | +9.0% |
| 3M | +24.9% | -2.4% | +27.2% | +26.6% |
| 6M | +10.8% | -4.4% | +15.2% | +14.1% |
| YTD | +114.6% | +64.9% | +49.6% | +68.6% |
| 1Y | +109.4% | +66.0% | +43.4% | +63.8% |
| 3Y | +98.1% | +57.7% | +40.5% | +55.6% |
| 5Y | +162.4% | +144.7% | +17.7% | +61.0% |
| 10Y | +85.9% | +139.2% | -53.4% | -10.9% |
| All | -54.2% | +61.8% | -116.0% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling