-72.4%
USO vs CMI
+3,152.7%
-3,225.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | +6.2% | +0.7% | +5.5% | +6.0% |
| 30D | +19.1% | -12.3% | +31.4% | +23.2% |
| 3M | +14.2% | -16.8% | +31.0% | +19.0% |
| 6M | +43.7% | +1.5% | +42.2% | +39.8% |
| YTD | +116.8% | +9.8% | +107.0% | +104.7% |
| 1Y | +104.3% | +42.6% | +61.8% | +77.9% |
| 3Y | +91.5% | +151.0% | -59.5% | +38.4% |
| 5Y | +214.1% | +167.0% | +47.0% | +119.5% |
| 10Y | +77.0% | +512.2% | -435.1% | -5.4% |
| All | -72.4% | +3,152.7% | -3,225.2% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling