+76.1%
USO vs CI
+147.8%
-71.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.4% |
| 7D | -10.6% | +2.6% | -13.2% | -11.2% |
| 30D | -4.6% | +7.3% | -11.9% | -6.2% |
| 3M | +12.3% | +9.5% | +2.8% | +9.7% |
| 6M | +5.9% | +6.4% | -0.5% | +3.8% |
| YTD | +104.5% | +12.0% | +92.5% | +97.3% |
| 1Y | +97.3% | +20.1% | +77.3% | +86.8% |
| 3Y | +97.0% | +9.6% | +87.5% | +83.0% |
| 5Y | +151.2% | +52.7% | +98.4% | +104.3% |
| 10Y | +76.1% | +150.3% | -74.2% | +43.9% |
| All | +76.1% | +147.8% | -71.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling