+22.6%
CRCL vs USFD
+34.6%
-12.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +17.1% | -3.0% | +20.1% | +17.2% |
| 30D | +61.3% | +3.5% | +57.7% | +61.2% |
| 3M | +12.7% | +26.6% | -13.9% | +10.7% |
| 6M | -3.1% | +11.7% | -14.8% | -2.5% |
| YTD | +28.7% | +38.1% | -9.4% | +8.5% |
| 1Y | -13.1% | +33.4% | -46.5% | -22.3% |
| All | +22.6% | +34.6% | -12.0% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling