-7.6%
CCL vs USO
-73.3%
+65.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -1.0% |
| 30D | +13.1% | -5.2% | +18.3% | +13.5% |
| 3M | +3.4% | +16.4% | -13.1% | +0.1% |
| 6M | +18.7% | +2.5% | +16.2% | +15.9% |
| YTD | -2.3% | +110.5% | -112.8% | -19.8% |
| 1Y | +14.2% | +108.4% | -94.2% | -6.3% |
| 3Y | +133.6% | +99.6% | +33.9% | +89.3% |
| 5Y | +33.5% | +160.1% | -126.6% | -2.7% |
| 10Y | -32.8% | +86.3% | -119.0% | -50.5% |
| All | -7.6% | -73.3% | +65.7% | -27.3% |
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