+33.4%
USFD vs CBRE
-7.7%
+41.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.0% | -2.0% | -1.0% | -3.0% |
| 30D | +3.5% | -2.2% | +5.7% | +3.6% |
| 3M | +26.6% | +12.9% | +13.7% | +26.3% |
| 6M | +11.7% | +4.3% | +7.4% | +11.6% |
| YTD | +38.1% | -8.0% | +46.2% | +38.4% |
| 1Y | +33.4% | -8.6% | +41.9% | +33.6% |
| All | +33.4% | -7.7% | +41.1% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling