+91.4%
USO vs CLBK
+51.6%
+39.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.6% |
| 7D | +6.2% | -1.5% | +7.7% | +6.2% |
| 30D | +19.1% | +6.7% | +12.4% | +19.5% |
| 3M | +14.2% | +21.2% | -6.9% | +15.5% |
| 6M | +43.7% | +42.0% | +1.8% | +46.4% |
| YTD | +116.8% | +63.3% | +53.6% | +120.3% |
| 1Y | +104.3% | +65.4% | +39.0% | +107.3% |
| All | +91.4% | +51.6% | +39.8% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling