+51.5%
CART vs USFD
+154.9%
-103.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.0% | -3.0% | +4.1% | +1.7% |
| 30D | +12.6% | +3.5% | +9.1% | +11.6% |
| 3M | +23.1% | +26.6% | -3.4% | +15.8% |
| 6M | +39.5% | +11.7% | +27.8% | +35.4% |
| YTD | +13.5% | +38.1% | -24.6% | +0.3% |
| 1Y | +14.9% | +33.4% | -18.5% | +2.8% |
| All | +51.5% | +154.9% | -103.3% | -7.4% |
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