+102.2%
USO vs CRS
-3.8%
+106.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.5% | -8.6% |
| 7D | -12.7% | +4.3% | -17.0% | -11.4% |
| 30D | +1.0% | -25.5% | +26.5% | -7.6% |
| 3M | +25.6% | -48.7% | +74.3% | 0.0% |
| 6M | -1.5% | -31.6% | +30.1% | -8.7% |
| YTD | +110.3% | -7.0% | +117.3% | +108.7% |
| 1Y | +102.2% | -4.5% | +106.7% | +101.7% |
| All | +102.2% | -3.8% | +106.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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