+414.1%
CARR vs USFD
+860.6%
-446.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.8% |
| 7D | -4.1% | -8.0% | +3.9% | -1.7% |
| 30D | -11.0% | -13.1% | +2.1% | -7.1% |
| 3M | -16.4% | +6.5% | -22.9% | -18.4% |
| 6M | -2.4% | +5.7% | -8.1% | -4.7% |
| YTD | +8.4% | +27.5% | -19.1% | -0.9% |
| 1Y | -8.0% | +23.4% | -31.4% | -15.2% |
| 3Y | +0.6% | +146.4% | -145.9% | -25.4% |
| 5Y | +7.7% | +196.8% | -189.0% | -25.4% |
| All | +414.1% | +860.6% | -446.5% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling