+86.5%
USO vs CCI
-10.9%
+97.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +23.8% | +0.5% | +23.3% | +23.9% |
| 3M | +8.1% | -16.3% | +24.3% | +6.6% |
| 6M | +34.3% | -13.9% | +48.2% | +32.5% |
| YTD | +111.1% | -12.4% | +123.6% | +108.4% |
| 1Y | +99.9% | -15.2% | +115.1% | +96.6% |
| 3Y | +86.5% | -9.9% | +96.4% | +87.1% |
| All | +86.5% | -10.9% | +97.4% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling