-73.9%
USO vs CLF
-31.7%
-42.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | +9.5% | +7.6% | +1.9% | +8.1% |
| 30D | +23.6% | -1.2% | +24.8% | +23.6% |
| 3M | +3.8% | -13.4% | +17.2% | +5.2% |
| 6M | +55.0% | +15.4% | +39.6% | +47.5% |
| YTD | +105.3% | -5.9% | +111.1% | +100.4% |
| 1Y | +91.4% | +18.8% | +72.6% | +76.2% |
| 3Y | +84.6% | -19.4% | +104.0% | +71.6% |
| 5Y | +191.7% | -47.7% | +239.5% | +178.9% |
| 10Y | +73.3% | +130.4% | -57.1% | +7.0% |
| All | -73.9% | -31.7% | -42.2% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling