+102.2%
USO vs CME
+19.8%
+82.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.4% | -9.5% | -8.6% |
| 7D | -12.7% | +4.8% | -17.5% | -14.4% |
| 30D | +1.0% | +14.2% | -13.2% | -4.4% |
| 3M | +25.6% | +17.9% | +7.7% | +16.8% |
| 6M | -1.5% | +7.2% | -8.7% | -1.9% |
| YTD | +110.3% | +16.7% | +93.5% | +104.9% |
| 1Y | +102.2% | +19.6% | +82.6% | +95.8% |
| All | +102.2% | +19.8% | +82.4% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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