+97.7%
USO vs CMI
+150.2%
-52.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.1% |
| 7D | +9.1% | -0.7% | +9.8% | +9.1% |
| 30D | +21.7% | -12.4% | +34.1% | +21.2% |
| 3M | +20.2% | -14.8% | +35.0% | +19.9% |
| 6M | +43.4% | +0.8% | +42.6% | +42.8% |
| YTD | +124.0% | +10.2% | +113.8% | +119.0% |
| 1Y | +112.2% | +37.4% | +74.8% | +99.4% |
| 3Y | +97.7% | +153.3% | -55.6% | +72.9% |
| All | +97.7% | +150.2% | -52.6% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling