+150.5%
CHRW vs USFD
+329.0%
-178.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | -3.5% | +3.5% | -7.0% | -4.1% |
| 3M | -19.4% | +26.6% | -46.0% | -22.3% |
| 6M | -21.4% | +11.7% | -33.1% | -22.9% |
| YTD | -7.1% | +38.1% | -45.3% | -12.5% |
| 1Y | +17.8% | +33.4% | -15.6% | +11.5% |
| 3Y | +78.8% | +155.8% | -77.0% | +51.5% |
| 5Y | +83.5% | +214.0% | -130.5% | +48.7% |
| 10Y | +160.2% | +320.4% | -160.1% | +105.0% |
| All | +150.5% | +329.0% | -178.5% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling