+213.1%
USO vs CMI
+164.8%
+48.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | +9.1% | -0.7% | +9.8% | +9.2% |
| 30D | +21.7% | -12.4% | +34.1% | +22.9% |
| 3M | +20.2% | -14.8% | +35.0% | +21.7% |
| 6M | +43.4% | +0.8% | +42.6% | +41.2% |
| YTD | +124.0% | +10.2% | +113.8% | +115.1% |
| 1Y | +112.2% | +37.4% | +74.8% | +93.1% |
| 3Y | +97.7% | +153.3% | -55.6% | +51.0% |
| All | +213.1% | +164.8% | +48.3% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling