+77.0%
USO vs CMS
+116.0%
-38.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +19.1% | -1.3% | +20.4% | +19.2% |
| 3M | +14.2% | -5.4% | +19.6% | +14.6% |
| 6M | +43.7% | -10.3% | +54.1% | +44.8% |
| YTD | +116.8% | -0.2% | +117.1% | +116.3% |
| 1Y | +104.3% | -0.9% | +105.2% | +103.9% |
| 3Y | +91.5% | +34.0% | +57.6% | +83.4% |
| 5Y | +214.1% | +23.6% | +190.5% | +202.5% |
| 10Y | +77.0% | +122.2% | -45.2% | +79.2% |
| All | +77.0% | +116.0% | -38.9% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling