+195.5%
USO vs CL
+28.4%
+167.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.4% |
| 7D | +9.5% | -2.2% | +11.6% | +9.0% |
| 30D | +23.6% | -4.8% | +28.4% | +22.4% |
| 3M | +3.8% | +4.9% | -1.1% | +4.9% |
| 6M | +55.0% | -5.7% | +60.8% | +55.6% |
| YTD | +105.3% | +14.4% | +90.9% | +108.8% |
| 1Y | +91.4% | +8.7% | +82.6% | +93.8% |
| 3Y | +84.6% | +30.0% | +54.6% | +83.7% |
| All | +195.5% | +28.4% | +167.1% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling