-73.9%
USO vs CBRE
+441.2%
-515.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +9.5% | -2.0% | +11.4% | +9.7% |
| 30D | +23.6% | -2.2% | +25.8% | +23.8% |
| 3M | +3.8% | +12.9% | -9.1% | +1.2% |
| 6M | +55.0% | +4.3% | +50.7% | +52.2% |
| YTD | +105.3% | -8.0% | +113.3% | +105.1% |
| 1Y | +91.4% | -8.6% | +99.9% | +91.1% |
| 3Y | +84.6% | +71.9% | +12.7% | +62.6% |
| 5Y | +191.7% | +50.0% | +141.7% | +159.7% |
| 10Y | +73.3% | +390.1% | -316.8% | +24.0% |
| All | -73.9% | +441.2% | -515.2% | -86.2% |
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