-26.1%
CCL vs USO
-74.0%
+47.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.0% | +9.5% | -14.5% | -6.4% |
| 30D | -20.3% | +23.6% | -43.9% | -23.1% |
| 3M | -15.1% | +3.8% | -19.0% | -16.5% |
| 6M | -15.1% | +55.0% | -70.2% | -25.0% |
| YTD | -21.8% | +105.3% | -127.0% | -35.1% |
| 1Y | -24.8% | +91.4% | -116.2% | -36.8% |
| 3Y | +51.9% | +84.6% | -32.7% | +25.4% |
| 5Y | +4.0% | +191.7% | -187.7% | -25.9% |
| 10Y | -42.2% | +73.3% | -115.5% | -56.7% |
| All | -26.1% | -74.0% | +47.9% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling