+328.9%
USFD vs CBRE
+354.5%
-25.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -0.8% |
| 7D | +3.9% | +6.0% | -2.1% | +0.5% |
| 30D | +10.7% | +4.4% | +6.3% | +7.7% |
| 3M | +6.3% | -9.8% | +16.1% | +11.9% |
| 6M | +16.2% | -4.4% | +20.6% | +16.9% |
| YTD | +41.9% | -15.2% | +57.1% | +49.4% |
| 1Y | +44.2% | -9.1% | +53.3% | +45.1% |
| 3Y | +159.8% | +79.4% | +80.4% | +57.0% |
| 5Y | +177.1% | +27.8% | +149.3% | +106.1% |
| 10Y | +376.2% | +416.1% | -39.9% | +77.3% |
| All | +328.9% | +354.5% | -25.6% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling