+86.1%
USO vs CBRE
+398.3%
-312.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.8% |
| 7D | +11.5% | -7.2% | +18.7% | +13.1% |
| 30D | +24.1% | -6.4% | +30.5% | +25.4% |
| 3M | +17.9% | +2.9% | +15.0% | +16.2% |
| 6M | +49.6% | +2.5% | +47.1% | +46.3% |
| YTD | +129.0% | -14.2% | +143.2% | +132.3% |
| 1Y | +112.0% | -15.1% | +127.1% | +115.1% |
| 3Y | +102.3% | +61.9% | +40.4% | +66.8% |
| 5Y | +224.5% | +42.4% | +182.2% | +171.9% |
| All | +86.1% | +398.3% | -312.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling