+774.9%
CLS vs USO
+100.1%
+674.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.9% | +11.7% | +8.0% |
| 7D | -10.6% | -9.1% | -1.5% | -10.1% |
| 30D | -38.4% | -3.7% | -34.7% | -38.3% |
| 3M | -29.9% | +20.9% | -50.8% | -30.7% |
| 6M | -40.6% | +6.8% | -47.4% | -40.9% |
| YTD | -24.6% | +106.3% | -130.9% | -42.3% |
| 1Y | -30.8% | +100.2% | -131.0% | -46.3% |
| All | +774.9% | +100.1% | +674.8% | +571.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling