+200.5%
USO vs CI
+39.3%
+161.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.0% |
| 7D | +3.6% | -2.6% | +6.1% | +3.7% |
| 30D | +23.8% | -2.4% | +26.1% | +23.9% |
| 3M | +8.1% | -4.8% | +12.8% | +8.3% |
| 6M | +34.3% | +2.1% | +32.1% | +34.0% |
| YTD | +111.1% | +1.4% | +109.8% | +110.5% |
| 1Y | +99.9% | -6.8% | +106.7% | +100.3% |
| 3Y | +86.5% | +3.3% | +83.2% | +80.1% |
| 5Y | +200.5% | +41.1% | +159.4% | +152.7% |
| All | +200.5% | +39.3% | +161.2% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling