+83.2%
USO vs CLSK
-61.9%
+145.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.7% |
| 7D | +6.2% | +17.2% | -11.0% | +6.1% |
| 30D | +19.1% | +14.6% | +4.5% | +19.0% |
| 3M | +14.2% | -16.8% | +31.1% | +14.3% |
| 6M | +43.7% | +38.2% | +5.6% | +43.1% |
| YTD | +116.8% | +31.2% | +85.6% | +115.8% |
| 1Y | +104.3% | +37.3% | +67.0% | +103.0% |
| 3Y | +91.5% | +201.8% | -110.3% | +87.4% |
| 5Y | +214.1% | -1.6% | +215.6% | +207.3% |
| All | +83.2% | -61.9% | +145.2% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling