+97.7%
USO vs CLSK
+211.4%
-113.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -9.0% | -2.1% |
| 7D | +9.1% | +7.7% | +1.4% | +9.2% |
| 30D | +21.7% | +12.2% | +9.4% | +21.8% |
| 3M | +20.2% | -15.5% | +35.7% | +20.3% |
| 6M | +43.4% | +39.3% | +4.0% | +43.4% |
| YTD | +124.0% | +35.1% | +88.9% | +123.8% |
| 1Y | +112.2% | +34.0% | +78.2% | +111.6% |
| 3Y | +97.7% | +226.3% | -128.6% | +91.8% |
| All | +97.7% | +211.4% | -113.7% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 3y: compounded portfolio wealth divided by compounded CLSK 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…
3y analysis · Full analysis span regression · 6 months rolling