+146.1%
USO vs CPRT
-14.6%
+160.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.4% | -3.8% |
| 7D | -9.1% | +1.6% | -10.7% | -8.9% |
| 30D | -3.7% | +18.8% | -22.5% | -2.6% |
| 3M | +20.9% | +9.4% | +11.5% | +21.7% |
| 6M | +6.8% | -4.4% | +11.2% | +7.4% |
| YTD | +106.3% | -17.1% | +123.4% | +107.2% |
| 1Y | +100.2% | -19.9% | +120.1% | +101.0% |
| 3Y | +103.1% | -30.5% | +133.6% | +105.0% |
| 5Y | +146.1% | -15.9% | +162.0% | +193.8% |
| All | +146.1% | -14.6% | +160.7% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling