-7.1%
CMG vs USO
+96.2%
-103.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | 0.0% |
| 7D | -2.1% | +9.1% | -11.2% | -1.4% |
| 30D | +10.9% | +21.7% | -10.8% | +12.5% |
| 3M | +15.8% | +20.2% | -4.4% | +17.5% |
| 6M | +6.9% | +43.4% | -36.4% | +9.5% |
| YTD | -2.2% | +124.0% | -126.1% | +0.3% |
| 1Y | -7.1% | +112.2% | -119.3% | -4.8% |
| 3Y | -7.1% | +97.7% | -104.8% | -6.3% |
| All | -7.1% | +96.2% | -103.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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