+371.2%
USFD vs CBRE
+421.6%
-50.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +1.9% |
| 7D | +3.9% | +1.0% | +2.9% | +3.4% |
| 30D | +12.8% | +5.6% | +7.2% | +8.9% |
| 3M | +1.0% | -6.8% | +7.7% | +4.4% |
| 6M | +30.3% | -5.6% | +35.8% | +32.2% |
| YTD | +46.0% | -14.1% | +60.0% | +52.7% |
| 1Y | +49.6% | -9.5% | +59.1% | +50.9% |
| 3Y | +166.3% | +91.8% | +74.5% | +49.1% |
| 5Y | +208.4% | +30.3% | +178.1% | +122.4% |
| 10Y | +371.2% | +406.9% | -35.6% | +51.3% |
| All | +371.2% | +421.6% | -50.4% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling