+49.6%
USO vs CARR
-1.7%
+51.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +4.5% |
| 7D | +11.5% | -4.1% | +15.6% | +9.4% |
| 30D | +24.1% | -11.0% | +35.1% | +17.8% |
| 3M | +17.9% | -16.4% | +34.3% | +11.1% |
| 6M | +49.6% | -2.4% | +52.0% | +64.4% |
| All | +49.6% | -1.7% | +51.3% | +64.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling