+6.0%
CARR vs USFD
+165.3%
-159.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +1.6% | -3.0% | +4.6% | +2.6% |
| 30D | -8.7% | +3.5% | -12.3% | -10.0% |
| 3M | -12.6% | +26.6% | -39.1% | -20.7% |
| 6M | -1.5% | +11.7% | -13.2% | -6.3% |
| YTD | +14.3% | +38.1% | -23.8% | -2.3% |
| 1Y | -4.6% | +33.4% | -38.0% | -17.1% |
| All | +6.0% | +165.3% | -159.3% | -36.5% |
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