+214.1%
USO vs CRL
-37.6%
+251.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | +6.2% | -4.6% | +10.8% | +6.2% |
| 30D | +19.1% | +0.5% | +18.6% | +19.1% |
| 3M | +14.2% | +46.6% | -32.4% | +14.1% |
| 6M | +43.7% | +57.3% | -13.5% | +43.6% |
| YTD | +116.8% | +39.5% | +77.3% | +117.5% |
| 1Y | +104.3% | +76.9% | +27.5% | +102.0% |
| 3Y | +91.5% | +39.4% | +52.2% | +87.9% |
| 5Y | +214.1% | -37.2% | +251.2% | +236.8% |
| All | +214.1% | -37.6% | +251.7% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling