+86.5%
USO vs CPRT
-27.3%
+113.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +2.6% |
| 7D | +3.6% | +0.4% | +3.2% | +3.6% |
| 30D | +23.8% | +9.9% | +13.9% | +24.9% |
| 3M | +8.1% | +5.6% | +2.4% | +9.4% |
| 6M | +34.3% | -13.6% | +47.9% | +35.6% |
| YTD | +111.1% | -16.7% | +127.9% | +113.3% |
| 1Y | +99.9% | -33.1% | +133.1% | +101.3% |
| 3Y | +86.5% | -27.1% | +113.6% | +100.0% |
| All | +86.5% | -27.3% | +113.8% | +100.0% |
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 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