+2,158.0%
CLS vs USO
-73.2%
+2,231.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +3.7% |
| 7D | +23.5% | -1.4% | +25.0% | +23.9% |
| 30D | -28.9% | -4.6% | -24.3% | -28.2% |
| 3M | -25.2% | +14.7% | -39.9% | -28.4% |
| 6M | -32.1% | +1.2% | -33.3% | -33.8% |
| YTD | -14.1% | +111.2% | -125.3% | -35.1% |
| 1Y | -24.1% | +109.3% | -133.4% | -42.4% |
| 3Y | +897.0% | +103.5% | +793.5% | +654.6% |
| 5Y | +2,089.9% | +160.9% | +1,929.0% | +1,368.0% |
| 10Y | +2,022.2% | +86.9% | +1,935.3% | +1,320.1% |
| All | +2,158.0% | -73.2% | +2,231.3% | +2,033.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling