+86.5%
USO vs CBRE
+67.4%
+19.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.6% | +2.4% |
| 7D | +3.6% | -1.5% | +5.1% | +3.4% |
| 30D | +23.8% | -4.0% | +27.8% | +23.3% |
| 3M | +8.1% | +8.0% | 0.0% | +8.7% |
| 6M | +34.3% | +4.0% | +30.3% | +34.7% |
| YTD | +111.1% | -11.5% | +122.7% | +112.5% |
| 1Y | +99.9% | -13.0% | +112.9% | +101.3% |
| 3Y | +86.5% | +66.9% | +19.6% | +88.7% |
| All | +86.5% | +67.4% | +19.1% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling