-72.7%
USO vs CMS
+904.9%
-977.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.7% |
| 7D | -12.1% | -1.3% | -10.8% | -11.9% |
| 30D | +3.1% | +6.3% | -3.2% | +1.5% |
| 3M | +24.9% | -2.1% | +26.9% | +25.2% |
| 6M | +10.8% | -5.1% | +15.9% | +11.8% |
| YTD | +114.6% | +1.3% | +113.3% | +112.4% |
| 1Y | +109.4% | -1.4% | +110.8% | +108.6% |
| 3Y | +98.1% | +36.9% | +61.2% | +77.3% |
| 5Y | +162.4% | +32.5% | +129.9% | +133.2% |
| 10Y | +85.9% | +126.8% | -40.9% | +30.6% |
| All | -72.7% | +904.9% | -977.6% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling