-73.2%
USO vs CLX
+186.2%
-259.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +2.9% |
| 7D | +3.6% | -3.5% | +7.1% | +3.6% |
| 30D | +23.8% | -11.9% | +35.6% | +24.0% |
| 3M | +8.1% | -2.6% | +10.7% | +8.0% |
| 6M | +34.3% | -18.2% | +52.4% | +35.2% |
| YTD | +111.1% | -5.9% | +117.1% | +110.7% |
| 1Y | +99.9% | -23.8% | +123.8% | +101.9% |
| 3Y | +86.5% | -33.6% | +120.1% | +89.2% |
| 5Y | +200.5% | -35.7% | +236.2% | +203.4% |
| 10Y | +66.5% | -2.5% | +69.1% | +49.8% |
| All | -73.2% | +186.2% | -259.4% | -81.5% |
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