+79.2%
USO vs CART
+39.2%
+40.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.3% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | -4.6% | +17.8% | -22.4% | -5.3% |
| 3M | +14.7% | +20.7% | -6.0% | +13.6% |
| 6M | +1.2% | +49.7% | -48.5% | -1.4% |
| YTD | +111.2% | +30.0% | +81.2% | +107.8% |
| 1Y | +109.3% | +48.4% | +60.9% | +103.6% |
| 3Y | +103.5% | +132.0% | -28.5% | +88.1% |
| All | +79.2% | +39.2% | +40.0% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling