+82.1%
USO vs CL
+31.1%
+51.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.6% |
| 7D | +9.5% | -2.2% | +11.6% | +8.6% |
| 30D | +23.6% | -4.8% | +28.4% | +21.6% |
| 3M | +3.8% | +4.9% | -1.1% | +5.9% |
| 6M | +55.0% | -5.7% | +60.8% | +55.6% |
| YTD | +105.3% | +14.4% | +90.9% | +113.0% |
| 1Y | +91.4% | +8.7% | +82.6% | +96.1% |
| All | +82.1% | +31.1% | +51.0% | +87.1% |
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