+43.7%
USO vs CNI
+17.6%
+26.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.2% |
| 7D | +6.2% | +0.9% | +5.4% | +6.9% |
| 30D | +19.1% | -2.1% | +21.2% | +17.7% |
| 3M | +14.2% | +1.8% | +12.4% | +16.3% |
| 6M | +43.7% | +14.8% | +28.9% | +73.3% |
| All | +43.7% | +17.6% | +26.1% | +73.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling