-74.0%
USO vs CI
+708.1%
-782.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.4% |
| 7D | -10.6% | +2.6% | -13.2% | -11.1% |
| 30D | -4.6% | +7.3% | -11.9% | -6.1% |
| 3M | +12.3% | +9.5% | +2.8% | +10.0% |
| 6M | +5.9% | +6.4% | -0.5% | +4.0% |
| YTD | +104.5% | +12.0% | +92.5% | +97.9% |
| 1Y | +97.3% | +20.1% | +77.3% | +87.9% |
| 3Y | +97.0% | +9.6% | +87.5% | +85.7% |
| 5Y | +151.2% | +52.7% | +98.4% | +116.6% |
| 10Y | +76.1% | +150.3% | -74.2% | +33.5% |
| All | -74.0% | +708.1% | -782.1% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling