+648.9%
CRS vs USFD
+162.9%
+486.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -3.1% | -3.3% | +0.3% | -1.5% |
| 30D | -19.6% | -5.3% | -14.3% | -17.6% |
| 3M | -8.1% | +18.8% | -26.9% | -17.0% |
| 6M | +18.6% | +14.3% | +4.3% | +9.1% |
| YTD | +45.9% | +36.9% | +9.0% | +18.6% |
| 1Y | +82.5% | +31.7% | +50.8% | +51.6% |
| 3Y | +648.9% | +164.5% | +484.4% | +352.1% |
| All | +648.9% | +162.9% | +486.0% | +352.1% |
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 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