-72.4%
USO vs CNI
+653.1%
-725.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +6.2% | +0.9% | +5.4% | +5.8% |
| 30D | +19.1% | -2.1% | +21.2% | +20.0% |
| 3M | +14.2% | +1.8% | +12.4% | +13.0% |
| 6M | +43.7% | +14.8% | +28.9% | +33.0% |
| YTD | +116.8% | +25.4% | +91.5% | +91.5% |
| 1Y | +104.3% | +32.9% | +71.4% | +75.0% |
| 3Y | +91.5% | +20.2% | +71.4% | +67.2% |
| 5Y | +214.1% | +12.2% | +201.9% | +178.3% |
| 10Y | +77.0% | +136.0% | -59.0% | +6.3% |
| All | -72.4% | +653.1% | -725.6% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling