+1,914.6%
CLS vs USO
+87.0%
+1,827.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | -1.9% | +18.2% | +16.6% |
| 30D | -25.7% | -5.2% | -20.5% | -25.0% |
| 3M | -30.9% | +16.4% | -47.3% | -33.3% |
| 6M | -35.5% | +2.5% | -38.0% | -36.7% |
| YTD | -18.7% | +110.5% | -129.2% | -35.7% |
| 1Y | -17.9% | +108.4% | -126.3% | -34.8% |
| 3Y | +838.1% | +99.6% | +738.5% | +646.5% |
| 5Y | +1,971.9% | +160.1% | +1,811.8% | +1,377.6% |
| All | +1,914.6% | +87.0% | +1,827.6% | +1,397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling