-21.8%
CRH vs USFD
+22.2%
-44.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | -6.1% | -8.4% | +2.3% | -4.9% |
| 30D | -9.3% | -14.1% | +4.8% | -7.4% |
| 3M | -15.2% | +4.5% | -19.7% | -15.6% |
| 6M | -14.2% | +4.4% | -18.6% | -14.8% |
| YTD | -28.3% | +26.6% | -54.8% | -29.8% |
| 1Y | -21.8% | +19.4% | -41.1% | -24.0% |
| All | -21.8% | +22.2% | -44.0% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling