+157.8%
USFD vs CBRE
+79.1%
+78.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +3.0% | +5.2% | -2.2% | +1.9% |
| 30D | +11.1% | +6.2% | +4.8% | +9.6% |
| 3M | -0.3% | -8.1% | +7.8% | +1.3% |
| 6M | +15.9% | -6.6% | +22.5% | +17.1% |
| YTD | +41.6% | -15.7% | +57.3% | +45.8% |
| 1Y | +49.4% | -9.7% | +59.1% | +50.3% |
| 3Y | +157.8% | +80.4% | +77.5% | +118.4% |
| All | +157.8% | +79.1% | +78.8% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling