-73.9%
USO vs CPRT
+1,900.4%
-1,974.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.5% | +2.2% | +7.2% | +8.9% |
| 30D | +23.6% | +16.6% | +6.9% | +19.3% |
| 3M | +3.8% | +9.6% | -5.8% | +1.0% |
| 6M | +55.0% | -11.1% | +66.2% | +57.8% |
| YTD | +105.3% | -13.9% | +119.1% | +110.1% |
| 1Y | +91.4% | -32.5% | +123.9% | +107.2% |
| 3Y | +84.6% | -25.0% | +109.6% | +90.9% |
| 5Y | +191.7% | -7.4% | +199.1% | +178.8% |
| 10Y | +73.3% | +422.0% | -348.7% | -4.8% |
| All | -73.9% | +1,900.4% | -1,974.4% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling