-73.2%
USO vs CME
+579.2%
-652.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.9% | +3.9% | -5.9% | -2.9% |
| 30D | -5.2% | +11.3% | -16.5% | -7.9% |
| 3M | +16.4% | +19.6% | -3.1% | +11.0% |
| 6M | +2.5% | +8.1% | -5.6% | +0.1% |
| YTD | +110.5% | +20.4% | +90.1% | +100.0% |
| 1Y | +108.4% | +16.5% | +91.9% | +99.7% |
| 3Y | +99.6% | +66.4% | +33.2% | +72.4% |
| 5Y | +160.1% | +74.5% | +85.6% | +119.0% |
| 10Y | +86.3% | +308.5% | -222.2% | +24.9% |
| All | -73.2% | +579.2% | -652.5% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling