+85.0%
USO vs CMS
+136.3%
-51.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.3% |
| 7D | -1.4% | -1.3% | -0.2% | -1.4% |
| 30D | -4.6% | +5.3% | -9.8% | -5.0% |
| 3M | +14.7% | -0.3% | +15.1% | +14.7% |
| 6M | +1.2% | -4.0% | +5.3% | +1.4% |
| YTD | +111.2% | +2.1% | +109.1% | +110.2% |
| 1Y | +109.3% | -4.7% | +114.0% | +109.7% |
| 3Y | +103.5% | +36.8% | +66.7% | +94.5% |
| 5Y | +160.9% | +34.9% | +126.1% | +148.3% |
| All | +85.0% | +136.3% | -51.3% | +101.6% |
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