+85.0%
USO vs CL
+84.7%
+0.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -4.6% | +9.5% | -14.0% | -5.3% |
| 3M | +14.7% | +6.6% | +8.1% | +14.2% |
| 6M | +1.2% | +13.2% | -12.0% | 0.0% |
| YTD | +111.2% | +26.9% | +84.3% | +104.3% |
| 1Y | +109.3% | +27.6% | +81.7% | +102.2% |
| 3Y | +103.5% | +39.1% | +64.4% | +88.1% |
| 5Y | +160.9% | +41.3% | +119.6% | +137.4% |
| All | +85.0% | +84.7% | +0.3% | +60.6% |
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