+91.4%
USO vs CARR
-3.6%
+95.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | +0.3% |
| 7D | +9.5% | +1.6% | +7.9% | +10.1% |
| 30D | +23.6% | -8.7% | +32.3% | +19.8% |
| 3M | +3.8% | -12.6% | +16.4% | +0.6% |
| 6M | +55.0% | -1.5% | +56.6% | +61.7% |
| YTD | +105.3% | +14.3% | +91.0% | +113.6% |
| 1Y | +91.4% | -4.6% | +96.0% | +89.2% |
| All | +91.4% | -3.6% | +95.0% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling