+224.5%
USO vs CLBK
+41.8%
+182.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.6% |
| 7D | +11.5% | -1.4% | +12.8% | +11.5% |
| 30D | +24.1% | +4.5% | +19.6% | +24.0% |
| 3M | +17.9% | +22.8% | -4.9% | +17.6% |
| 6M | +49.6% | +43.4% | +6.2% | +48.5% |
| YTD | +129.0% | +64.1% | +64.9% | +125.5% |
| 1Y | +112.0% | +67.6% | +44.4% | +108.3% |
| 3Y | +102.3% | +53.3% | +49.0% | +98.6% |
| 5Y | +224.5% | +44.8% | +179.7% | +186.9% |
| All | +224.5% | +41.8% | +182.7% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling