+99.9%
USO vs CMS
-0.5%
+100.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +3.0% |
| 7D | +3.6% | +1.2% | +2.3% | +3.8% |
| 30D | +23.8% | -3.2% | +26.9% | +23.1% |
| 3M | +8.1% | -2.2% | +10.3% | +7.8% |
| 6M | +34.3% | -9.4% | +43.7% | +33.3% |
| YTD | +111.1% | +0.7% | +110.5% | +107.8% |
| 1Y | +99.9% | +0.4% | +99.6% | +98.6% |
| All | +99.9% | -0.5% | +100.4% | +98.6% |
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 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