+156.6%
USFD vs CBRE
+84.7%
+71.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.2% | -4.6% | +4.5% | +0.9% |
| 30D | +12.3% | +3.0% | +9.4% | +11.6% |
| 3M | -0.7% | -8.7% | +8.0% | +1.0% |
| 6M | +31.3% | -7.9% | +39.2% | +33.1% |
| YTD | +45.7% | -16.3% | +62.0% | +50.3% |
| 1Y | +52.1% | -13.1% | +65.3% | +54.9% |
| All | +156.6% | +84.7% | +71.9% | +117.1% |
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