+392.8%
CPRT vs USFD
+369.7%
+23.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +6.0% | +3.0% | +3.1% | +5.2% |
| 30D | +20.0% | +11.1% | +9.0% | +16.9% |
| 3M | +10.1% | -0.3% | +10.4% | +10.1% |
| 6M | -4.3% | +15.9% | -20.2% | -8.3% |
| YTD | -18.4% | +41.6% | -60.0% | -26.6% |
| 1Y | -20.1% | +49.4% | -69.5% | -29.4% |
| 3Y | -30.4% | +157.8% | -188.3% | -47.2% |
| 5Y | -17.0% | +176.6% | -193.6% | -39.2% |
| All | +392.8% | +369.7% | +23.1% | +210.0% |
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