-72.7%
USO vs CL
+447.4%
-520.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | -12.1% | +1.3% | -13.4% | -12.5% |
| 30D | +3.1% | +11.4% | -8.2% | +0.5% |
| 3M | +24.9% | +4.4% | +20.4% | +23.3% |
| 6M | +10.8% | +10.8% | 0.0% | +7.5% |
| YTD | +114.6% | +25.1% | +89.5% | +100.0% |
| 1Y | +109.4% | +28.0% | +81.4% | +93.9% |
| 3Y | +98.1% | +37.6% | +60.5% | +74.8% |
| 5Y | +162.4% | +39.7% | +122.7% | +126.9% |
| 10Y | +85.9% | +75.8% | +10.1% | +44.9% |
| All | -72.7% | +447.4% | -520.1% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling