-33.7%
CPRT vs USFD
+163.9%
-197.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.0% | +8.4% | -4.4% | +2.1% |
| 30D | +18.2% | +12.7% | +5.5% | +15.2% |
| 3M | +9.2% | +1.1% | +8.0% | +8.6% |
| 6M | -4.8% | +30.2% | -35.0% | -10.0% |
| YTD | -17.5% | +45.8% | -63.3% | -26.7% |
| 1Y | -22.0% | +51.9% | -73.9% | -31.9% |
| 3Y | -33.7% | +158.5% | -192.2% | -54.0% |
| All | -33.7% | +163.9% | -197.6% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling