+104.3%
USO vs CI
-6.0%
+110.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.7% |
| 7D | +6.2% | -1.1% | +7.4% | +6.2% |
| 30D | +19.1% | +0.5% | +18.6% | +19.1% |
| 3M | +14.2% | -5.2% | +19.4% | +13.8% |
| 6M | +43.7% | +4.3% | +39.4% | +45.0% |
| YTD | +116.8% | +2.8% | +114.1% | +118.3% |
| 1Y | +104.3% | -5.8% | +110.2% | +105.3% |
| All | +104.3% | -6.0% | +110.4% | +105.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling