+213.1%
USO vs CARR
+8.3%
+204.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | +9.1% | -3.8% | +12.9% | +9.0% |
| 30D | +21.7% | -8.9% | +30.6% | +21.5% |
| 3M | +20.2% | -17.3% | +37.5% | +20.1% |
| 6M | +43.4% | -1.4% | +44.8% | +42.7% |
| YTD | +124.0% | +10.0% | +114.0% | +120.5% |
| 1Y | +112.2% | -6.4% | +118.5% | +111.6% |
| 3Y | +97.7% | +1.5% | +96.1% | +93.0% |
| All | +213.1% | +8.3% | +204.7% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling