+214.1%
USO vs CCI
-51.2%
+265.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | +6.2% | -0.3% | +6.5% | +6.2% |
| 30D | +19.1% | +2.1% | +17.0% | +19.1% |
| 3M | +14.2% | -17.8% | +32.1% | +14.2% |
| 6M | +43.7% | -14.2% | +57.9% | +43.5% |
| YTD | +116.8% | -13.3% | +130.2% | +116.3% |
| 1Y | +104.3% | -16.6% | +121.0% | +103.7% |
| 3Y | +91.5% | -10.8% | +102.3% | +89.4% |
| 5Y | +214.1% | -50.3% | +264.4% | +204.8% |
| All | +214.1% | -51.2% | +265.3% | +204.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling