+49.0%
CCL vs USO
+90.0%
-41.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -1.3% |
| 7D | -4.4% | +6.2% | -10.6% | -2.5% |
| 30D | -18.2% | +19.1% | -37.3% | -13.2% |
| 3M | -17.7% | +14.2% | -31.9% | -12.5% |
| 6M | -13.0% | +43.7% | -56.7% | -3.0% |
| YTD | -24.5% | +116.8% | -141.3% | -14.1% |
| 1Y | -26.9% | +104.3% | -131.3% | -16.9% |
| All | +49.0% | +90.0% | -41.0% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling