+1,881.5%
CLS vs USO
-73.9%
+1,955.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.9% | +11.7% | +8.8% |
| 7D | -10.6% | -9.1% | -1.5% | -8.4% |
| 30D | -38.4% | -3.7% | -34.7% | -38.0% |
| 3M | -29.9% | +20.9% | -50.8% | -33.9% |
| 6M | -40.6% | +6.8% | -47.4% | -43.1% |
| YTD | -24.6% | +106.3% | -130.9% | -42.7% |
| 1Y | -30.8% | +100.2% | -131.0% | -46.9% |
| 3Y | +811.7% | +103.1% | +708.7% | +589.9% |
| 5Y | +1,838.4% | +146.1% | +1,692.3% | +1,221.2% |
| 10Y | +1,751.5% | +73.5% | +1,678.0% | +1,167.4% |
| All | +1,881.5% | -73.9% | +1,955.4% | +1,782.7% |
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