+91.4%
USO vs CCI
-18.8%
+110.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +9.5% | -0.4% | +9.9% | +9.5% |
| 30D | +23.6% | +2.7% | +20.9% | +23.5% |
| 3M | +3.8% | -18.2% | +22.0% | +4.5% |
| 6M | +55.0% | -14.8% | +69.8% | +54.1% |
| YTD | +105.3% | -12.6% | +117.9% | +101.8% |
| 1Y | +91.4% | -16.7% | +108.1% | +86.8% |
| All | +91.4% | -18.8% | +110.1% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling