+441.9%
CARR vs USFD
+940.4%
-498.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +1.6% | -3.0% | +4.6% | +2.5% |
| 30D | -8.7% | +3.5% | -12.3% | -9.9% |
| 3M | -12.6% | +26.6% | -39.1% | -19.2% |
| 6M | -1.5% | +11.7% | -13.2% | -5.4% |
| YTD | +14.3% | +38.1% | -23.8% | +2.0% |
| 1Y | -4.6% | +33.4% | -38.0% | -14.1% |
| 3Y | +7.3% | +155.8% | -148.5% | -21.3% |
| 5Y | +11.6% | +214.0% | -202.4% | -24.1% |
| All | +441.9% | +940.4% | -498.5% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling