-73.2%
USO vs CBRE
+385.2%
-458.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.5% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | -4.6% | +2.2% | -6.8% | -5.3% |
| 3M | +14.7% | -10.1% | +24.8% | +16.0% |
| 6M | +1.2% | -8.0% | +9.2% | +1.4% |
| YTD | +111.2% | -17.6% | +128.8% | +113.8% |
| 1Y | +109.3% | -14.7% | +124.0% | +110.5% |
| 3Y | +103.5% | +80.4% | +23.1% | +77.0% |
| 5Y | +160.9% | +25.9% | +135.1% | +138.2% |
| 10Y | +86.9% | +379.5% | -292.6% | +33.8% |
| All | -73.2% | +385.2% | -458.4% | -85.6% |
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