+82.0%
USO vs CME
+282.4%
-200.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +9.1% | -1.6% | +10.7% | +9.6% |
| 30D | +21.7% | +5.6% | +16.1% | +19.6% |
| 3M | +20.2% | +5.6% | +14.6% | +18.1% |
| 6M | +43.4% | -8.3% | +51.6% | +46.9% |
| YTD | +124.0% | +4.3% | +119.6% | +120.9% |
| 1Y | +112.2% | +9.1% | +103.1% | +106.4% |
| 3Y | +97.7% | +52.1% | +45.6% | +70.4% |
| 5Y | +217.4% | +79.7% | +137.8% | +152.0% |
| All | +82.0% | +282.4% | -200.4% | +41.5% |
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