+86.3%
USO vs CME
+53.8%
+32.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +3.6% | -2.9% | +6.4% | +3.9% |
| 30D | +23.8% | +5.5% | +18.2% | +23.0% |
| 3M | +8.1% | +11.0% | -2.9% | +6.9% |
| 6M | +34.3% | -9.7% | +44.0% | +34.5% |
| YTD | +111.1% | +4.9% | +106.3% | +113.6% |
| 1Y | +99.9% | +10.1% | +89.8% | +103.8% |
| All | +86.3% | +53.8% | +32.5% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling