+48.5%
USFD vs CBRE
-13.9%
+62.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +1.3% | -2.8% | +4.1% | +1.6% |
| 30D | +10.6% | +2.2% | +8.3% | +10.6% |
| 3M | -2.4% | -10.1% | +7.7% | -2.3% |
| 6M | +28.9% | -8.0% | +36.9% | +29.1% |
| YTD | +43.7% | -17.6% | +61.3% | +43.0% |
| 1Y | +48.5% | -14.7% | +63.2% | +45.2% |
| All | +48.5% | -13.9% | +62.4% | +45.2% |
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 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