+205.1%
CRM vs USFD
+359.9%
-154.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.0% | +1.7% | +0.3% | +1.5% |
| 30D | -7.7% | +10.2% | -17.8% | -10.1% |
| 3M | +8.4% | -1.5% | +9.9% | +8.5% |
| 6M | +31.9% | +27.3% | +4.6% | +23.0% |
| YTD | -17.2% | +44.0% | -61.2% | -26.4% |
| 1Y | -8.6% | +50.4% | -59.0% | -19.8% |
| 3Y | +3.1% | +153.6% | -150.4% | -21.7% |
| 5Y | -27.6% | +219.0% | -246.6% | -48.6% |
| All | +205.1% | +359.9% | -154.8% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling