+73.5%
USO vs CMS
+127.7%
-54.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -3.9% |
| 7D | -9.1% | -0.9% | -8.1% | -9.0% |
| 30D | -3.7% | +7.1% | -10.8% | -4.2% |
| 3M | +20.9% | -1.3% | +22.2% | +21.0% |
| 6M | +6.8% | -2.7% | +9.4% | +6.9% |
| YTD | +106.3% | +2.6% | +103.7% | +105.3% |
| 1Y | +100.2% | -2.0% | +102.2% | +100.1% |
| 3Y | +103.1% | +39.6% | +63.5% | +93.6% |
| 5Y | +146.1% | +35.3% | +110.8% | +134.0% |
| 10Y | +73.5% | +132.3% | -58.9% | +81.6% |
| All | +73.5% | +127.7% | -54.2% | +81.6% |
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