-73.2%
USO vs CRS
+1,133.3%
-1,206.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.7% |
| 7D | +3.6% | -3.1% | +6.6% | +4.3% |
| 30D | +23.8% | -19.6% | +43.4% | +30.0% |
| 3M | +8.1% | -8.1% | +16.1% | +9.1% |
| 6M | +34.3% | +18.6% | +15.7% | +24.7% |
| YTD | +111.1% | +45.9% | +65.3% | +84.4% |
| 1Y | +99.9% | +82.5% | +17.5% | +62.8% |
| 3Y | +86.5% | +648.9% | -562.4% | -2.3% |
| 5Y | +200.5% | +1,438.1% | -1,237.6% | +20.8% |
| 10Y | +66.5% | +1,327.0% | -1,260.4% | -40.8% |
| All | -73.2% | +1,133.3% | -1,206.5% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling