+224.5%
USO vs CLX
-37.2%
+261.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +5.4% |
| 7D | +11.5% | -5.9% | +17.3% | +10.1% |
| 30D | +24.1% | -17.0% | +41.1% | +19.5% |
| 3M | +17.9% | -9.6% | +27.5% | +16.2% |
| 6M | +49.6% | -21.5% | +71.1% | +45.9% |
| YTD | +129.0% | -8.8% | +137.8% | +127.4% |
| 1Y | +112.0% | -24.7% | +136.7% | +105.2% |
| 3Y | +102.3% | -35.6% | +137.9% | +92.9% |
| 5Y | +224.5% | -37.6% | +262.2% | +208.8% |
| All | +224.5% | -37.2% | +261.8% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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