+127.0%
CHRW vs USFD
+368.6%
-241.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.1% | +2.5% |
| 7D | +0.2% | +3.9% | -3.7% | -0.4% |
| 30D | -9.4% | +12.8% | -22.2% | -11.0% |
| 3M | -13.3% | +1.0% | -14.2% | -13.5% |
| 6M | -24.2% | +30.3% | -54.4% | -27.3% |
| YTD | -18.9% | +46.0% | -64.8% | -24.3% |
| 1Y | -12.4% | +49.6% | -62.0% | -18.6% |
| 3Y | +72.2% | +166.3% | -94.0% | +45.0% |
| 5Y | +53.4% | +208.4% | -155.0% | +24.6% |
| 10Y | +127.0% | +371.2% | -244.3% | +82.1% |
| All | +127.0% | +368.6% | -241.7% | +82.1% |
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