+84.4%
USO vs CME
+308.7%
-224.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.9% | +3.9% | -5.9% | -3.1% |
| 30D | -5.2% | +11.3% | -16.5% | -8.3% |
| 3M | +16.4% | +19.6% | -3.1% | +10.0% |
| 6M | +2.5% | +8.1% | -5.6% | -0.3% |
| YTD | +110.5% | +20.4% | +90.1% | +98.4% |
| 1Y | +108.4% | +16.5% | +91.9% | +98.3% |
| 3Y | +99.6% | +66.4% | +33.2% | +67.4% |
| 5Y | +160.1% | +74.5% | +85.6% | +110.7% |
| All | +84.4% | +308.7% | -224.3% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling