+109.3%
USO vs CMS
-4.6%
+113.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.1% |
| 7D | -1.4% | -1.3% | -0.2% | -1.7% |
| 30D | -4.6% | +5.3% | -9.8% | -3.6% |
| 3M | +14.7% | -0.3% | +15.1% | +14.9% |
| 6M | +1.2% | -4.0% | +5.3% | +1.5% |
| YTD | +111.2% | +2.1% | +109.1% | +105.8% |
| 1Y | +109.3% | -4.7% | +114.0% | +106.2% |
| All | +109.3% | -4.6% | +113.9% | +106.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling