+224.5%
USO vs CRS
+1,358.7%
-1,134.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +5.7% |
| 7D | +11.5% | -4.1% | +15.6% | +11.7% |
| 30D | +24.1% | -16.6% | +40.7% | +25.2% |
| 3M | +17.9% | -14.3% | +32.2% | +18.6% |
| 6M | +49.6% | +11.6% | +38.0% | +46.9% |
| YTD | +129.0% | +42.6% | +86.4% | +117.4% |
| 1Y | +112.0% | +81.8% | +30.2% | +93.9% |
| 3Y | +102.3% | +632.1% | -529.8% | +49.7% |
| 5Y | +224.5% | +1,401.6% | -1,177.1% | +100.9% |
| All | +224.5% | +1,358.7% | -1,134.2% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling