+85.0%
USO vs CPRT
+370.9%
-285.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | -1.4% | -1.5% | 0.0% | -1.3% |
| 30D | -4.6% | +21.4% | -25.9% | -7.0% |
| 3M | +14.7% | +10.4% | +4.4% | +12.8% |
| 6M | +1.2% | -4.3% | +5.5% | +1.3% |
| YTD | +111.2% | -18.3% | +129.5% | +116.2% |
| 1Y | +109.3% | -22.5% | +131.8% | +116.1% |
| 3Y | +103.5% | -34.3% | +137.8% | +113.2% |
| 5Y | +160.9% | -17.8% | +178.7% | +160.1% |
| All | +85.0% | +370.9% | -285.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling