-11.1%
CHRW vs USFD
+49.6%
-60.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.2% | +0.8% |
| 7D | +4.9% | +7.8% | -3.0% | +5.4% |
| 30D | -4.8% | +16.2% | -21.0% | -3.7% |
| 3M | -13.1% | +11.0% | -24.1% | -12.6% |
| 6M | -16.3% | +20.7% | -37.1% | -14.5% |
| YTD | -15.8% | +46.0% | -61.8% | -17.9% |
| 1Y | -11.1% | +49.8% | -60.9% | -14.3% |
| All | -11.1% | +49.6% | -60.7% | -14.3% |
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