+85.0%
USO vs CRL
+354.1%
-269.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | -1.4% | +8.9% | -10.3% | -2.4% |
| 30D | -4.6% | +14.0% | -18.6% | -6.0% |
| 3M | +14.7% | +19.8% | -5.1% | +12.3% |
| 6M | +1.2% | +102.0% | -100.8% | -7.2% |
| YTD | +111.2% | +70.8% | +40.4% | +96.1% |
| 1Y | +109.3% | +98.7% | +10.6% | +89.5% |
| 3Y | +103.5% | +98.2% | +5.3% | +75.1% |
| 5Y | +160.9% | -11.7% | +172.6% | +168.2% |
| All | +85.0% | +354.1% | -269.1% | +29.6% |
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