-0.5%
CRM vs USFD
+23.2%
-23.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.6% |
| 7D | -8.1% | -8.0% | -0.1% | -9.0% |
| 30D | +23.1% | -13.1% | +36.1% | +20.9% |
| 3M | +42.5% | +6.5% | +36.0% | +45.1% |
| 6M | +25.3% | +5.7% | +19.6% | +28.2% |
| YTD | -7.8% | +27.5% | -35.3% | -4.9% |
| All | -0.5% | +23.2% | -23.7% | +1.1% |
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