+94.5%
USO vs CPRT
-22.3%
+116.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | -2.7% | -1.4% | -1.3% | -3.0% |
| 30D | -6.3% | +21.5% | -27.8% | -2.7% |
| 3M | +10.9% | +9.4% | +1.4% | +13.0% |
| 6M | +2.0% | -3.3% | +5.3% | +4.4% |
| YTD | +104.6% | -17.8% | +122.4% | +110.1% |
| 1Y | +94.5% | -22.2% | +116.7% | +98.0% |
| All | +94.5% | -22.3% | +116.9% | +98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling