+97.7%
USO vs CNI
+19.7%
+77.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.1% |
| 7D | +9.1% | -0.4% | +9.5% | +9.1% |
| 30D | +21.7% | -2.7% | +24.4% | +21.5% |
| 3M | +20.2% | +3.9% | +16.3% | +20.7% |
| 6M | +43.4% | +16.4% | +27.0% | +44.9% |
| YTD | +124.0% | +25.8% | +98.2% | +124.3% |
| 1Y | +112.2% | +32.4% | +79.8% | +111.5% |
| 3Y | +97.7% | +19.1% | +78.6% | +94.8% |
| All | +97.7% | +19.7% | +77.9% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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