-23.3%
CRCL vs USFD
+40.0%
-63.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.8% |
| 7D | -8.1% | +1.3% | -9.5% | -8.3% |
| 30D | -24.3% | +10.6% | -34.8% | -25.1% |
| 3M | -10.5% | -2.4% | -8.0% | -11.0% |
| 6M | -48.4% | +28.9% | -77.3% | -49.5% |
| YTD | -19.5% | +43.7% | -63.2% | -32.7% |
| 1Y | -26.0% | +48.5% | -74.5% | -40.4% |
| All | -23.3% | +40.0% | -63.3% | -17.3% |
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 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