-8.0%
CARR vs USFD
+23.2%
-31.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -2.1% |
| 7D | -4.1% | -8.0% | +3.9% | -3.3% |
| 30D | -11.0% | -13.1% | +2.1% | -9.7% |
| 3M | -16.4% | +6.5% | -22.9% | -17.5% |
| 6M | -2.4% | +5.7% | -8.1% | -3.7% |
| YTD | +8.4% | +27.5% | -19.1% | +4.8% |
| 1Y | -8.0% | +23.4% | -31.4% | -10.8% |
| All | -8.0% | +23.2% | -31.1% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling