+103.1%
USO vs CPRT
-30.7%
+133.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.4% | -3.7% |
| 7D | -9.1% | +1.6% | -10.7% | -8.8% |
| 30D | -3.7% | +18.8% | -22.5% | -2.4% |
| 3M | +20.9% | +9.4% | +11.5% | +21.8% |
| 6M | +6.8% | -4.4% | +11.2% | +8.0% |
| YTD | +106.3% | -17.1% | +123.4% | +109.5% |
| 1Y | +100.2% | -19.9% | +120.1% | +103.4% |
| 3Y | +103.1% | -30.5% | +133.6% | +104.7% |
| All | +103.1% | -30.7% | +133.8% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling