+129.9%
CHRW vs USFD
+359.9%
-230.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +7.3% | +1.7% | +5.6% | +7.0% |
| 30D | -3.6% | +10.2% | -13.7% | -5.0% |
| 3M | -9.6% | -1.5% | -8.1% | -9.5% |
| 6M | -17.0% | +27.3% | -44.4% | -20.2% |
| YTD | -15.4% | +44.0% | -59.4% | -20.9% |
| 1Y | -10.0% | +50.4% | -60.3% | -16.5% |
| 3Y | +82.2% | +153.6% | -71.4% | +54.5% |
| 5Y | +59.4% | +219.0% | -159.6% | +28.9% |
| All | +129.9% | +359.9% | -230.0% | +84.4% |
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