+238.9%
CRM vs USFD
+307.1%
-68.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.1% |
| 7D | -4.4% | -8.4% | +3.9% | -2.2% |
| 30D | +28.1% | -14.1% | +42.2% | +33.3% |
| 3M | +48.8% | +4.5% | +44.3% | +46.8% |
| 6M | +28.3% | +4.4% | +23.9% | +25.7% |
| YTD | -6.0% | +26.6% | -32.6% | -13.4% |
| 1Y | +1.4% | +19.4% | -17.9% | -5.2% |
| 3Y | +11.8% | +144.6% | -132.7% | -14.3% |
| 5Y | -2.0% | +194.5% | -196.6% | -28.9% |
| All | +238.9% | +307.1% | -68.2% | +115.8% |
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