-6.5%
CRS vs USFD
+49.7%
-56.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.1% | +6.7% | +9.2% |
| 7D | +4.9% | +3.9% | +1.0% | +4.3% |
| 30D | -20.8% | +12.8% | -33.7% | -22.6% |
| 3M | -46.4% | +1.0% | -47.4% | -46.5% |
| 6M | -28.6% | +30.3% | -58.8% | -34.2% |
| YTD | -2.8% | +46.0% | -48.8% | -15.5% |
| All | -6.5% | +49.7% | -56.3% | -20.5% |
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