+66.5%
USO vs CL
+51.8%
+14.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +3.6% | -1.4% | +4.9% | +3.7% |
| 30D | +23.8% | -5.2% | +29.0% | +24.3% |
| 3M | +8.1% | +3.3% | +4.7% | +7.5% |
| 6M | +34.3% | -4.4% | +38.6% | +34.7% |
| YTD | +111.1% | +13.9% | +97.2% | +105.8% |
| 1Y | +99.9% | +7.6% | +92.3% | +96.4% |
| 3Y | +86.5% | +29.6% | +56.9% | +71.9% |
| 5Y | +200.5% | +28.1% | +172.5% | +174.5% |
| 10Y | +66.5% | +53.4% | +13.2% | +47.3% |
| All | +66.5% | +51.8% | +14.7% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling