+112.7%
CHRW vs USFD
+339.9%
-227.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +0.6% | +3.0% | -2.4% | +0.1% |
| 30D | -7.3% | +11.1% | -18.3% | -8.8% |
| 3M | -14.2% | -0.3% | -13.9% | -14.2% |
| 6M | -25.1% | +15.9% | -41.0% | -27.0% |
| YTD | -21.2% | +41.6% | -62.8% | -26.1% |
| 1Y | -14.2% | +49.4% | -63.6% | -20.3% |
| 3Y | +63.5% | +157.8% | -94.3% | +38.4% |
| 5Y | +49.6% | +176.6% | -127.0% | +23.3% |
| 10Y | +129.4% | +375.4% | -246.0% | +78.1% |
| All | +112.7% | +339.9% | -227.2% | +65.1% |
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 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