+2,676.4%
CLS vs USO
-74.0%
+2,750.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | +9.5% | -4.9% | +2.1% |
| 30D | -13.9% | +23.6% | -37.5% | -18.9% |
| 3M | -26.6% | +3.8% | -30.4% | -28.4% |
| 6M | +15.4% | +55.0% | -39.6% | -3.2% |
| YTD | +5.7% | +105.3% | -99.6% | -19.0% |
| 1Y | +41.1% | +91.4% | -50.3% | +10.3% |
| 3Y | +1,228.6% | +84.6% | +1,144.0% | +936.3% |
| 5Y | +3,240.6% | +191.7% | +3,048.9% | +2,076.2% |
| 10Y | +2,760.3% | +73.3% | +2,687.1% | +1,866.4% |
| All | +2,676.4% | -74.0% | +2,750.4% | +2,560.2% |
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 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