+9.6%
CARR vs USFD
+197.4%
-187.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | +0.1% |
| 7D | +0.6% | -7.0% | +7.6% | +3.5% |
| 30D | -8.7% | -10.3% | +1.6% | -4.8% |
| 3M | -18.4% | +9.2% | -27.6% | -21.8% |
| 6M | -0.6% | +7.4% | -8.0% | -4.3% |
| YTD | +10.9% | +29.4% | -18.5% | -2.4% |
| 1Y | -7.3% | +24.8% | -32.1% | -17.4% |
| 3Y | +2.9% | +150.0% | -147.1% | -32.8% |
| 5Y | +9.6% | +195.5% | -185.8% | -36.5% |
| All | +9.6% | +197.4% | -187.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling