+386.7%
CPRT vs USFD
+368.6%
+18.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.8% |
| 7D | +1.6% | +3.9% | -2.3% | +0.6% |
| 30D | +18.8% | +12.8% | +5.9% | +15.2% |
| 3M | +9.4% | +1.0% | +8.4% | +9.0% |
| 6M | -4.4% | +30.3% | -34.7% | -11.0% |
| YTD | -17.1% | +46.0% | -63.1% | -26.1% |
| 1Y | -19.9% | +49.6% | -69.5% | -29.2% |
| 3Y | -30.5% | +166.3% | -196.8% | -47.7% |
| 5Y | -15.9% | +208.4% | -224.3% | -39.9% |
| 10Y | +386.7% | +371.2% | +15.5% | +203.1% |
| All | +386.7% | +368.6% | +18.1% | +203.1% |
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