+216.3%
USFD vs CBRE
+50.7%
+165.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -3.0% | -2.0% | -1.0% | -2.3% |
| 30D | +3.5% | -2.2% | +5.7% | +4.1% |
| 3M | +26.6% | +12.9% | +13.7% | +19.6% |
| 6M | +11.7% | +4.3% | +7.4% | +8.7% |
| YTD | +38.1% | -8.0% | +46.2% | +39.8% |
| 1Y | +33.4% | -8.6% | +41.9% | +35.1% |
| 3Y | +155.8% | +71.9% | +83.9% | +78.3% |
| All | +216.3% | +50.7% | +165.6% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling