-73.9%
USO vs CME
+498.1%
-572.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | -1.6% | +11.0% | +9.9% |
| 30D | +23.6% | +6.2% | +17.3% | +21.6% |
| 3M | +3.8% | +10.4% | -6.6% | +1.0% |
| 6M | +55.0% | -9.5% | +64.6% | +58.8% |
| YTD | +105.3% | +6.0% | +99.2% | +101.9% |
| 1Y | +91.4% | +9.3% | +82.1% | +86.6% |
| 3Y | +84.6% | +57.7% | +26.9% | +61.6% |
| 5Y | +191.7% | +77.7% | +114.0% | +144.4% |
| 10Y | +73.3% | +281.2% | -207.9% | +18.5% |
| All | -73.9% | +498.1% | -572.0% | -86.8% |
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