+39.1%
USO vs CLBK
+65.5%
-26.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -1.5% | +10.6% | +9.4% |
| 30D | +21.7% | -1.0% | +22.7% | +21.9% |
| 3M | +20.2% | +22.9% | -2.7% | +16.3% |
| 6M | +43.4% | +44.2% | -0.8% | +34.5% |
| YTD | +124.0% | +64.0% | +60.0% | +104.5% |
| 1Y | +112.2% | +65.7% | +46.5% | +92.8% |
| 3Y | +97.7% | +54.1% | +43.6% | +77.4% |
| 5Y | +217.4% | +44.7% | +172.7% | +170.5% |
| All | +39.1% | +65.5% | -26.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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