+160.0%
USO vs CMS
+32.6%
+127.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | 0.0% |
| 7D | -12.1% | -1.3% | -10.8% | -12.1% |
| 30D | +3.1% | +6.3% | -3.2% | +3.4% |
| 3M | +24.9% | -2.1% | +26.9% | +24.8% |
| 6M | +10.8% | -5.1% | +15.9% | +10.7% |
| YTD | +114.6% | +1.3% | +113.3% | +114.3% |
| 1Y | +109.4% | -1.4% | +110.8% | +109.1% |
| 3Y | +98.1% | +36.9% | +61.2% | +93.9% |
| All | +160.0% | +32.6% | +127.4% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling