-42.6%
CCL vs USO
+86.2%
-128.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -3.2% | +9.1% | -12.3% | -4.2% |
| 30D | -17.8% | +21.7% | -39.5% | -19.7% |
| 3M | -18.7% | +20.2% | -38.9% | -20.9% |
| 6M | -11.4% | +43.4% | -54.8% | -18.9% |
| YTD | -24.3% | +124.0% | -148.3% | -37.7% |
| 1Y | -28.8% | +112.2% | -141.0% | -40.8% |
| 3Y | +49.3% | +97.7% | -48.3% | +22.8% |
| 5Y | +1.6% | +217.4% | -215.8% | -31.5% |
| All | -42.6% | +86.2% | -128.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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