+200.5%
USO vs CPRT
-9.0%
+209.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +2.7% |
| 7D | +3.6% | +0.4% | +3.2% | +3.6% |
| 30D | +23.8% | +9.9% | +13.9% | +24.4% |
| 3M | +8.1% | +5.6% | +2.4% | +8.8% |
| 6M | +34.3% | -13.6% | +47.9% | +35.0% |
| YTD | +111.1% | -16.7% | +127.9% | +112.3% |
| 1Y | +99.9% | -33.1% | +133.1% | +100.7% |
| 3Y | +86.5% | -27.1% | +113.6% | +88.7% |
| 5Y | +200.5% | -9.9% | +210.4% | +229.5% |
| All | +200.5% | -9.0% | +209.5% | +229.5% |
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