-73.2%
USO vs CCI
+412.0%
-485.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.9% | +2.5% | -4.4% | -2.5% |
| 30D | -5.2% | +14.4% | -19.6% | -8.3% |
| 3M | +16.4% | +21.7% | -5.2% | +10.4% |
| 6M | +2.5% | +4.0% | -1.5% | +0.4% |
| YTD | +110.5% | +6.2% | +104.3% | +104.0% |
| 1Y | +108.4% | +5.4% | +103.0% | +102.3% |
| 3Y | +99.6% | +11.7% | +87.9% | +85.7% |
| 5Y | +160.1% | -35.6% | +195.7% | +176.1% |
| 10Y | +86.3% | +68.7% | +17.5% | +42.0% |
| All | -73.2% | +412.0% | -485.3% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling