+376.0%
CPRT vs USFD
+375.5%
+0.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +21.5% | +12.3% | +9.2% | +17.9% |
| 3M | +9.4% | -0.7% | +10.1% | +9.5% |
| 6M | -3.3% | +31.3% | -34.6% | -10.2% |
| YTD | -17.8% | +45.7% | -63.5% | -26.7% |
| 1Y | -22.2% | +52.1% | -74.3% | -31.6% |
| 3Y | -34.0% | +158.2% | -192.2% | -49.9% |
| 5Y | -15.4% | +213.8% | -229.2% | -39.8% |
| 10Y | +376.0% | +367.0% | +9.0% | +200.3% |
| All | +376.0% | +375.5% | +0.5% | +200.3% |
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