+91.4%
USO vs CME
+8.4%
+83.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | -1.6% | +11.0% | +10.1% |
| 30D | +23.6% | +6.2% | +17.3% | +20.4% |
| 3M | +3.8% | +10.4% | -6.6% | 0.0% |
| 6M | +55.0% | -9.5% | +64.6% | +64.7% |
| YTD | +105.3% | +6.0% | +99.2% | +108.3% |
| 1Y | +91.4% | +9.3% | +82.1% | +94.7% |
| All | +91.4% | +8.4% | +83.0% | +94.7% |
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