+82.0%
USO vs CCJ
+1,065.5%
-983.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +9.1% | -4.0% | +13.1% | +9.8% |
| 30D | +21.7% | -2.4% | +24.1% | +21.8% |
| 3M | +20.2% | -2.3% | +22.5% | +19.8% |
| 6M | +43.4% | -16.2% | +59.6% | +44.7% |
| YTD | +124.0% | +5.7% | +118.3% | +114.5% |
| 1Y | +112.2% | +21.3% | +90.9% | +94.7% |
| 3Y | +97.7% | +159.4% | -61.7% | +46.0% |
| 5Y | +217.4% | +300.7% | -83.2% | +101.3% |
| All | +82.0% | +1,065.5% | -983.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling