+74.2%
USO vs CART
+21.6%
+52.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +9.5% | +1.0% | +8.4% | +9.4% |
| 30D | +23.6% | +12.6% | +11.0% | +22.8% |
| 3M | +3.8% | +23.1% | -19.3% | +2.4% |
| 6M | +55.0% | +39.5% | +15.5% | +51.6% |
| YTD | +105.3% | +13.5% | +91.7% | +103.3% |
| 1Y | +91.4% | +14.9% | +76.5% | +89.0% |
| All | +74.2% | +21.6% | +52.6% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling