+102.2%
USO vs CART
+61.3%
+40.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.6% | -9.6% | -8.0% |
| 7D | -12.7% | +1.4% | -14.1% | -12.6% |
| 30D | +1.0% | +29.7% | -28.7% | +2.5% |
| 3M | +25.6% | +29.7% | -4.1% | +27.3% |
| 6M | -1.5% | +36.8% | -38.3% | +0.3% |
| YTD | +110.3% | +31.7% | +78.6% | +111.5% |
| 1Y | +102.2% | +62.4% | +39.8% | +95.9% |
| All | +102.2% | +61.3% | +40.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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