-73.2%
USO vs CRL
+603.4%
-676.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | -1.4% | +8.9% | -10.3% | -2.8% |
| 30D | -4.6% | +14.0% | -18.6% | -6.6% |
| 3M | +14.7% | +19.8% | -5.1% | +11.1% |
| 6M | +1.2% | +102.0% | -100.8% | -10.4% |
| YTD | +111.2% | +70.8% | +40.4% | +89.7% |
| 1Y | +109.3% | +98.7% | +10.6% | +82.5% |
| 3Y | +103.5% | +98.2% | +5.3% | +68.5% |
| 5Y | +160.9% | -11.7% | +172.6% | +152.1% |
| 10Y | +86.9% | +356.7% | -269.8% | +16.6% |
| All | -73.2% | +603.4% | -676.6% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling