-73.2%
USO vs CCJ
+138.0%
-211.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.9% |
| 30D | -5.2% | -13.2% | +8.0% | -2.0% |
| 3M | +16.4% | -27.6% | +44.1% | +25.4% |
| 6M | +2.5% | -38.7% | +41.2% | +13.9% |
| YTD | +110.5% | -22.7% | +133.2% | +112.0% |
| 1Y | +108.4% | -17.6% | +126.0% | +105.2% |
| 3Y | +99.6% | +62.7% | +37.0% | +45.7% |
| 5Y | +160.1% | +159.7% | +0.3% | +52.0% |
| 10Y | +86.3% | +769.3% | -683.1% | -40.6% |
| All | -73.2% | +138.0% | -211.3% | -89.6% |
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