+91.4%
USO vs CMI
+45.0%
+46.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | +0.7% |
| 7D | +9.5% | -0.7% | +10.2% | +9.3% |
| 30D | +23.6% | -13.4% | +37.0% | +19.1% |
| 3M | +3.8% | -17.0% | +20.8% | 0.0% |
| 6M | +55.0% | -1.6% | +56.7% | +62.3% |
| YTD | +105.3% | +11.0% | +94.3% | +113.3% |
| 1Y | +91.4% | +41.9% | +49.5% | +98.4% |
| All | +91.4% | +45.0% | +46.4% | +98.4% |
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