+376.6%
USFD vs CBRE
+388.5%
-12.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +1.4% |
| 7D | +8.4% | -0.5% | +8.9% | +8.8% |
| 30D | +12.7% | +3.1% | +9.7% | +10.5% |
| 3M | +1.1% | -6.4% | +7.5% | +4.3% |
| 6M | +30.2% | -7.9% | +38.0% | +34.0% |
| YTD | +45.8% | -16.2% | +62.0% | +54.8% |
| 1Y | +51.9% | -11.2% | +63.2% | +55.0% |
| 3Y | +158.5% | +83.4% | +75.1% | +49.0% |
| 5Y | +208.0% | +28.4% | +179.6% | +123.7% |
| 10Y | +376.6% | +386.8% | -10.2% | +57.6% |
| All | +376.6% | +388.5% | -12.0% | +57.6% |
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 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