+285.4%
CRH vs USFD
+325.1%
-39.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.5% |
| 7D | -0.6% | -3.3% | +2.7% | +0.6% |
| 30D | -9.5% | -5.3% | -4.1% | -7.7% |
| 3M | -10.4% | +18.8% | -29.2% | -16.1% |
| 6M | -14.2% | +14.3% | -28.5% | -18.7% |
| YTD | -26.6% | +36.9% | -63.5% | -35.5% |
| 1Y | -18.2% | +31.7% | -49.9% | -27.4% |
| 3Y | +74.9% | +164.5% | -89.5% | +19.3% |
| 5Y | +101.7% | +212.6% | -110.9% | +27.3% |
| 10Y | +249.4% | +329.7% | -80.3% | +75.5% |
| All | +285.4% | +325.1% | -39.7% | +93.7% |
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 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