+1,327.0%
CRS vs USFD
+322.5%
+1,004.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.0% |
| 7D | -3.1% | -3.3% | +0.3% | -1.2% |
| 30D | -19.6% | -5.3% | -14.3% | -17.3% |
| 3M | -8.1% | +18.8% | -26.9% | -17.4% |
| 6M | +18.6% | +14.3% | +4.3% | +8.6% |
| YTD | +45.9% | +36.9% | +9.0% | +19.3% |
| 1Y | +82.5% | +31.7% | +50.8% | +51.9% |
| 3Y | +648.9% | +164.5% | +484.4% | +319.4% |
| 5Y | +1,438.1% | +212.6% | +1,225.5% | +660.4% |
| 10Y | +1,327.0% | +329.7% | +997.3% | +416.6% |
| All | +1,327.0% | +322.5% | +1,004.5% | +416.6% |
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