+195.5%
USO vs CLF
-47.7%
+243.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +9.5% | +7.6% | +1.9% | +9.0% |
| 30D | +23.6% | -1.2% | +24.8% | +23.6% |
| 3M | +3.8% | -13.4% | +17.2% | +4.2% |
| 6M | +55.0% | +15.4% | +39.6% | +52.3% |
| YTD | +105.3% | -5.9% | +111.1% | +104.6% |
| 1Y | +91.4% | +18.8% | +72.6% | +84.1% |
| 3Y | +84.6% | -19.4% | +104.0% | +78.5% |
| All | +195.5% | -47.7% | +243.2% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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