+112.2%
USO vs CARR
-5.9%
+118.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -1.7% |
| 7D | +9.1% | -3.8% | +12.9% | +7.8% |
| 30D | +21.7% | -8.9% | +30.6% | +18.0% |
| 3M | +20.2% | -17.3% | +37.5% | +14.2% |
| 6M | +43.4% | -1.4% | +44.8% | +48.2% |
| YTD | +124.0% | +10.0% | +114.0% | +128.9% |
| 1Y | +112.2% | -6.4% | +118.5% | +116.2% |
| All | +112.2% | -5.9% | +118.1% | +116.2% |
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