+31.1%
USO vs CLBK
+66.9%
-35.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +3.6% | +1.1% | +2.4% | +3.4% |
| 30D | +23.8% | +7.8% | +16.0% | +22.3% |
| 3M | +8.1% | +23.9% | -15.8% | +4.4% |
| 6M | +34.3% | +42.3% | -8.1% | +26.3% |
| YTD | +111.1% | +65.4% | +45.8% | +92.6% |
| 1Y | +99.9% | +70.3% | +29.6% | +80.8% |
| 3Y | +86.5% | +54.5% | +32.0% | +67.4% |
| 5Y | +200.5% | +43.1% | +157.4% | +158.0% |
| All | +31.1% | +66.9% | -35.8% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling