+10.2%
CRM vs USFD
+149.2%
-138.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.6% |
| 7D | -5.0% | -7.0% | +2.0% | -3.3% |
| 30D | +23.6% | -10.3% | +33.9% | +26.9% |
| 3M | +39.6% | +9.2% | +30.4% | +36.1% |
| 6M | +23.4% | +7.4% | +16.0% | +20.3% |
| YTD | -7.4% | +29.4% | -36.7% | -17.8% |
| 1Y | -2.3% | +24.8% | -27.2% | -12.0% |
| All | +10.2% | +149.2% | -138.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling