+86.1%
USO vs CRL
+249.3%
-163.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +5.8% |
| 7D | +11.5% | -6.9% | +18.4% | +12.3% |
| 30D | +24.1% | -3.2% | +27.3% | +24.5% |
| 3M | +17.9% | +46.5% | -28.6% | +12.4% |
| 6M | +49.6% | +63.1% | -13.5% | +39.4% |
| YTD | +129.0% | +36.9% | +92.1% | +118.0% |
| 1Y | +112.0% | +78.1% | +33.9% | +92.6% |
| 3Y | +102.3% | +36.7% | +65.6% | +84.1% |
| 5Y | +224.5% | -38.1% | +262.6% | +255.0% |
| All | +86.1% | +249.3% | -163.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling