+99.6%
USO vs CL
+40.9%
+58.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | +0.3% |
| 7D | -1.9% | +3.2% | -5.1% | -0.7% |
| 30D | -5.2% | +8.0% | -13.2% | -2.3% |
| 3M | +16.4% | +7.9% | +8.6% | +20.2% |
| 6M | +2.5% | +14.7% | -12.2% | +8.6% |
| YTD | +110.5% | +29.2% | +81.3% | +129.3% |
| 1Y | +108.4% | +29.5% | +78.9% | +127.2% |
| 3Y | +99.6% | +40.7% | +59.0% | +125.9% |
| All | +99.6% | +40.9% | +58.7% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling