-23.9%
CPRT vs USFD
+49.6%
-73.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.5% | -3.4% | +4.8% |
| 7D | +12.6% | +7.8% | +4.8% | +12.4% |
| 30D | +18.0% | +16.2% | +1.8% | +18.4% |
| 3M | +11.0% | +11.0% | 0.0% | +11.0% |
| 6M | -2.0% | +20.7% | -22.7% | -0.3% |
| YTD | -16.7% | +46.0% | -62.6% | -13.7% |
| 1Y | -23.9% | +49.8% | -73.7% | -20.8% |
| All | -23.9% | +49.6% | -73.5% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling