+9.3%
CAT vs USFD
+49.2%
-39.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | +1.7% | +5.8% | +7.2% |
| 30D | -19.7% | +10.2% | -29.8% | -20.6% |
| 3M | -29.6% | -1.5% | -28.1% | -29.3% |
| 6M | -33.2% | +27.3% | -60.5% | -36.9% |
| YTD | +5.7% | +44.0% | -38.3% | -3.5% |
| 1Y | +9.3% | +50.4% | -41.0% | -1.2% |
| All | +9.3% | +49.2% | -39.9% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling