-73.2%
USO vs CBRE
+387.3%
-460.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -5.2% | +3.3% | -8.5% | -6.0% |
| 3M | +16.4% | -12.4% | +28.8% | +18.2% |
| 6M | +2.5% | -5.4% | +7.8% | +2.2% |
| YTD | +110.5% | -17.2% | +127.7% | +112.9% |
| 1Y | +108.4% | -13.1% | +121.5% | +108.9% |
| 3Y | +99.6% | +81.6% | +18.1% | +73.5% |
| 5Y | +160.1% | +26.4% | +133.6% | +137.2% |
| 10Y | +86.3% | +381.6% | -295.4% | +33.2% |
| All | -73.2% | +387.3% | -460.6% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling