-73.9%
USO vs CRL
+495.5%
-569.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +9.5% | -1.0% | +10.5% | +9.6% |
| 30D | +23.6% | +10.7% | +12.9% | +21.6% |
| 3M | +3.8% | +55.3% | -51.5% | -3.6% |
| 6M | +55.0% | +60.7% | -5.6% | +41.3% |
| YTD | +105.3% | +44.6% | +60.6% | +89.9% |
| 1Y | +91.4% | +77.7% | +13.6% | +69.4% |
| 3Y | +84.6% | +37.6% | +46.9% | +64.0% |
| 5Y | +191.7% | -35.8% | +227.6% | +200.8% |
| 10Y | +73.3% | +241.7% | -168.5% | +14.2% |
| All | -73.9% | +495.5% | -569.4% | -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