+427.4%
CPRT vs USFD
+322.6%
+104.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | -3.0% | +5.2% | +3.0% |
| 30D | +16.6% | +3.5% | +13.1% | +15.5% |
| 3M | +9.6% | +26.6% | -17.0% | +2.8% |
| 6M | -11.1% | +11.7% | -22.8% | -14.1% |
| YTD | -13.9% | +38.1% | -52.0% | -22.1% |
| 1Y | -32.5% | +33.4% | -65.9% | -38.5% |
| 3Y | -25.0% | +155.8% | -180.8% | -43.1% |
| 5Y | -7.4% | +214.0% | -221.4% | -34.1% |
| All | +427.4% | +322.6% | +104.8% | +224.5% |
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