+99.0%
USO vs CMS
-1.1%
+100.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -3.7% |
| 7D | -9.1% | -0.9% | -8.1% | -9.2% |
| 30D | -3.7% | +7.1% | -10.8% | -2.4% |
| 3M | +20.9% | -1.3% | +22.2% | +21.0% |
| 6M | +6.8% | -2.7% | +9.4% | +7.1% |
| YTD | +106.3% | +2.6% | +103.7% | +101.1% |
| All | +99.0% | -1.1% | +100.1% | +95.7% |
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