+122.7%
CHRW vs USFD
+369.2%
-246.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +8.4% | -11.8% | -4.6% |
| 30D | -9.4% | +12.7% | -22.1% | -11.0% |
| 3M | -12.6% | +1.1% | -13.8% | -12.9% |
| 6M | -24.2% | +30.2% | -54.3% | -27.3% |
| YTD | -18.9% | +45.8% | -64.7% | -24.3% |
| 1Y | -13.7% | +51.9% | -65.6% | -20.0% |
| 3Y | +72.6% | +158.5% | -85.9% | +46.0% |
| 5Y | +55.6% | +208.0% | -152.5% | +26.3% |
| 10Y | +122.7% | +376.6% | -253.8% | +77.6% |
| All | +122.7% | +369.2% | -246.5% | +77.6% |
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 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