+868.0%
CAT vs USFD
+340.6%
+527.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.6% |
| 7D | -14.5% | +3.9% | -18.4% | -15.6% |
| 30D | -35.7% | +10.7% | -46.4% | -37.8% |
| 3M | -36.3% | +6.3% | -42.6% | -37.7% |
| 6M | -38.5% | +16.2% | -54.8% | -41.7% |
| YTD | -2.5% | +41.9% | -44.4% | -13.1% |
| 1Y | -1.9% | +44.2% | -46.1% | -13.0% |
| 3Y | +139.2% | +159.8% | -20.6% | +79.2% |
| 5Y | +192.1% | +177.1% | +15.0% | +110.4% |
| 10Y | +732.3% | +376.2% | +356.1% | +427.0% |
| All | +868.0% | +340.6% | +527.4% | +516.2% |
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