+725.3%
CAT vs USFD
+369.7%
+355.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -10.3% | +3.0% | -13.2% | -11.3% |
| 30D | -31.2% | +11.1% | -42.3% | -33.5% |
| 3M | -34.7% | -0.3% | -34.4% | -34.9% |
| 6M | -39.5% | +15.9% | -55.4% | -42.6% |
| YTD | -1.7% | +41.6% | -43.3% | -12.3% |
| 1Y | -1.1% | +49.4% | -50.5% | -13.3% |
| 3Y | +143.9% | +157.8% | -14.0% | +82.8% |
| 5Y | +194.8% | +176.6% | +18.1% | +112.0% |
| All | +725.3% | +369.7% | +355.6% | +452.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling