+153.6%
USFD vs CBRE
+82.7%
+70.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +1.7% | -1.8% | +3.4% | +2.1% |
| 30D | +10.2% | +3.3% | +6.9% | +9.4% |
| 3M | -1.5% | -12.4% | +10.9% | +1.1% |
| 6M | +27.3% | -5.4% | +32.7% | +28.3% |
| YTD | +44.0% | -17.2% | +61.2% | +48.9% |
| 1Y | +50.4% | -13.1% | +63.4% | +52.9% |
| 3Y | +153.6% | +81.6% | +72.0% | +115.1% |
| All | +153.6% | +82.7% | +70.8% | +115.1% |
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