+102.2%
USO vs CMI
+10.9%
+91.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.8% | -2.3% | -9.6% |
| 7D | -12.7% | -11.2% | -1.5% | -15.6% |
| 30D | +1.0% | -9.8% | +10.8% | -1.9% |
| 3M | +25.6% | -25.5% | +51.1% | +15.3% |
| 6M | -1.5% | -27.7% | +26.2% | -8.4% |
| YTD | +110.3% | -6.6% | +116.9% | +114.4% |
| 1Y | +102.2% | +11.7% | +90.5% | +110.0% |
| All | +102.2% | +10.9% | +91.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling