+94.6%
CRH vs USFD
+189.4%
-94.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -4.8% | -8.0% | +3.2% | -1.4% |
| 30D | -13.1% | -13.1% | 0.0% | -7.8% |
| 3M | -12.0% | +6.5% | -18.5% | -14.8% |
| 6M | -16.9% | +5.7% | -22.6% | -19.5% |
| YTD | -29.0% | +27.5% | -56.5% | -37.8% |
| 1Y | -20.3% | +23.4% | -43.8% | -29.4% |
| 3Y | +69.2% | +146.4% | -77.2% | +5.5% |
| 5Y | +94.6% | +196.8% | -102.1% | +4.7% |
| All | +94.6% | +189.4% | -94.8% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling