-73.2%
USO vs CLX
+247.0%
-320.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -1.9% | +9.5% | -11.4% | -1.9% |
| 30D | -5.2% | +30.7% | -35.9% | -5.3% |
| 3M | +16.4% | +4.2% | +12.2% | +16.6% |
| 6M | +2.5% | +22.1% | -19.6% | +2.3% |
| YTD | +110.5% | +14.1% | +96.4% | +110.0% |
| 1Y | +108.4% | +10.3% | +98.1% | +108.3% |
| 3Y | +99.6% | -7.8% | +107.4% | +100.3% |
| 5Y | +160.1% | -20.8% | +180.9% | +162.0% |
| 10Y | +86.3% | +31.9% | +54.4% | +63.1% |
| All | -73.2% | +247.0% | -320.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling