+3,682.3%
CLS vs USO
+213.6%
+3,468.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.8% |
| 7D | +20.1% | +6.2% | +13.9% | +19.3% |
| 30D | +6.0% | +19.1% | -13.1% | +3.9% |
| 3M | -10.3% | +14.2% | -24.5% | -12.0% |
| 6M | +24.5% | +43.7% | -19.2% | +14.1% |
| YTD | +12.9% | +116.8% | -104.0% | -8.4% |
| 1Y | +36.7% | +104.3% | -67.7% | +12.7% |
| 3Y | +1,328.1% | +91.5% | +1,236.5% | +1,077.1% |
| 5Y | +3,682.3% | +214.1% | +3,468.2% | +1,999.9% |
| All | +3,682.3% | +213.6% | +3,468.7% | +1,999.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling