+213.1%
USO vs CCJ
+281.7%
-68.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +9.1% | -4.0% | +13.1% | +9.5% |
| 30D | +21.7% | -2.4% | +24.1% | +21.8% |
| 3M | +20.2% | -2.3% | +22.5% | +20.1% |
| 6M | +43.4% | -16.2% | +59.6% | +44.4% |
| YTD | +124.0% | +5.7% | +118.3% | +117.0% |
| 1Y | +112.2% | +21.3% | +90.9% | +99.1% |
| 3Y | +97.7% | +159.4% | -61.7% | +54.6% |
| All | +213.1% | +281.7% | -68.7% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling