+55.6%
CHRW vs USFD
+208.7%
-153.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +8.4% | -11.8% | -4.8% |
| 30D | -9.4% | +12.7% | -22.1% | -11.4% |
| 3M | -12.6% | +1.1% | -13.8% | -13.0% |
| 6M | -24.2% | +30.2% | -54.3% | -28.1% |
| YTD | -18.9% | +45.8% | -64.7% | -26.3% |
| 1Y | -13.7% | +51.9% | -65.6% | -22.5% |
| 3Y | +72.6% | +158.5% | -85.9% | +33.7% |
| 5Y | +55.6% | +208.0% | -152.5% | +11.6% |
| All | +55.6% | +208.7% | -153.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling