+213.9%
CAT vs USFD
+215.4%
-1.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | +1.7% | +5.8% | +6.9% |
| 30D | -19.7% | +10.2% | -29.8% | -22.5% |
| 3M | -29.6% | -1.5% | -28.1% | -29.5% |
| 6M | -33.2% | +27.3% | -60.5% | -39.5% |
| YTD | +5.7% | +44.0% | -38.3% | -9.3% |
| 1Y | +9.3% | +50.4% | -41.0% | -7.8% |
| 3Y | +158.3% | +153.6% | +4.8% | +78.7% |
| All | +213.9% | +215.4% | -1.5% | +94.6% |
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