-74.0%
USO vs CLF
-29.8%
-44.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.6% |
| 7D | -10.6% | -9.1% | -1.5% | -9.4% |
| 30D | -4.6% | -0.9% | -3.6% | -5.0% |
| 3M | +12.3% | +3.0% | +9.4% | +10.6% |
| 6M | +5.9% | +16.7% | -10.8% | +0.7% |
| YTD | +104.5% | -3.2% | +107.7% | +96.9% |
| 1Y | +97.3% | +24.6% | +72.7% | +81.4% |
| 3Y | +97.0% | -22.3% | +119.3% | +83.5% |
| 5Y | +151.2% | -41.2% | +192.4% | +134.0% |
| 10Y | +76.1% | +83.5% | -7.4% | +13.7% |
| All | -74.0% | -29.8% | -44.2% | -87.0% |
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