-27.3%
CRM vs USFD
+215.4%
-242.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.0% | +1.7% | +0.3% | +1.2% |
| 30D | -7.7% | +10.2% | -17.8% | -11.6% |
| 3M | +8.4% | -1.5% | +9.9% | +8.6% |
| 6M | +31.9% | +27.3% | +4.6% | +17.4% |
| YTD | -17.2% | +44.0% | -61.2% | -32.9% |
| 1Y | -8.6% | +50.4% | -59.0% | -28.0% |
| 3Y | +3.1% | +153.6% | -150.4% | -40.0% |
| All | -27.3% | +215.4% | -242.8% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling