+328.2%
USFD vs CBRE
+351.7%
-23.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +3.0% | +5.2% | -2.2% | 0.0% |
| 30D | +11.1% | +6.2% | +4.8% | +7.0% |
| 3M | -0.3% | -8.1% | +7.8% | +3.9% |
| 6M | +15.9% | -6.6% | +22.5% | +18.3% |
| YTD | +41.6% | -15.7% | +57.3% | +49.7% |
| 1Y | +49.4% | -9.7% | +59.1% | +50.8% |
| 3Y | +157.8% | +80.4% | +77.5% | +55.1% |
| 5Y | +176.6% | +27.0% | +149.6% | +106.5% |
| 10Y | +375.4% | +412.9% | -37.6% | +77.7% |
| All | +328.2% | +351.7% | -23.5% | +59.3% |
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