+268.7%
USO vs CARR
+414.1%
-145.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.7% |
| 7D | +11.5% | -4.1% | +15.6% | +11.6% |
| 30D | +24.1% | -11.0% | +35.1% | +24.6% |
| 3M | +17.9% | -16.4% | +34.3% | +18.7% |
| 6M | +49.6% | -2.4% | +52.0% | +48.7% |
| YTD | +129.0% | +8.4% | +120.6% | +124.8% |
| 1Y | +112.0% | -8.0% | +120.0% | +111.3% |
| 3Y | +102.3% | +0.6% | +101.7% | +97.1% |
| 5Y | +224.5% | +7.7% | +216.8% | +211.2% |
| All | +268.7% | +414.1% | -145.4% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling