+10.9%
CARR vs USFD
+156.3%
-145.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.5% | +1.7% | +1.8% | +2.9% |
| 30D | +0.4% | +10.2% | -9.8% | -3.0% |
| 3M | -14.1% | -1.5% | -12.6% | -13.8% |
| 6M | -16.7% | +27.3% | -44.0% | -24.5% |
| YTD | +4.2% | +44.0% | -39.8% | -12.1% |
| 1Y | -0.2% | +50.4% | -50.5% | -17.7% |
| 3Y | +10.9% | +153.6% | -142.7% | -28.6% |
| All | +10.9% | +156.3% | -145.4% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling