-73.9%
USO vs CCJ
+239.0%
-312.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | +0.7% | +8.7% | +9.1% |
| 30D | +23.6% | +6.9% | +16.7% | +20.9% |
| 3M | +3.8% | -11.6% | +15.5% | +5.9% |
| 6M | +55.0% | -16.2% | +71.3% | +56.6% |
| YTD | +105.3% | +10.1% | +95.2% | +89.8% |
| 1Y | +91.4% | +32.3% | +59.1% | +63.4% |
| 3Y | +84.6% | +171.3% | -86.7% | +16.8% |
| 5Y | +191.7% | +372.4% | -180.7% | +41.5% |
| 10Y | +73.3% | +1,070.0% | -996.7% | -48.4% |
| All | -73.9% | +239.0% | -312.9% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling