-73.2%
USO vs CRL
+597.6%
-670.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -5.2% | +11.9% | -17.1% | -7.0% |
| 3M | +16.4% | +20.2% | -3.7% | +12.7% |
| 6M | +2.5% | +107.5% | -105.0% | -9.7% |
| YTD | +110.5% | +69.4% | +41.1% | +89.3% |
| 1Y | +108.4% | +99.7% | +8.7% | +81.5% |
| 3Y | +99.6% | +98.8% | +0.9% | +65.1% |
| 5Y | +160.1% | -12.4% | +172.5% | +151.6% |
| 10Y | +86.3% | +352.9% | -266.6% | +16.4% |
| All | -73.2% | +597.6% | -670.8% | -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