+160.0%
USO vs CLF
-51.2%
+211.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -12.1% | -19.6% | +7.5% | -11.1% |
| 30D | +3.1% | -5.0% | +8.1% | +3.3% |
| 3M | +24.9% | -6.3% | +31.1% | +25.0% |
| 6M | +10.8% | +2.8% | +8.0% | +9.7% |
| YTD | +114.6% | -13.7% | +128.3% | +114.7% |
| 1Y | +109.4% | +13.6% | +95.8% | +103.8% |
| 3Y | +98.1% | -34.0% | +132.1% | +95.5% |
| All | +160.0% | -51.2% | +211.2% | +169.9% |
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