+815.9%
CRS vs USFD
+215.4%
+600.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.8% |
| 7D | +4.8% | +1.7% | +3.1% | +4.0% |
| 30D | -23.2% | +10.2% | -33.3% | -27.3% |
| 3M | -45.5% | -1.5% | -44.0% | -45.5% |
| 6M | -33.1% | +27.3% | -60.5% | -42.5% |
| YTD | -7.2% | +44.0% | -51.2% | -26.8% |
| 1Y | -10.0% | +50.4% | -60.4% | -31.0% |
| 3Y | +332.3% | +153.6% | +178.8% | +145.8% |
| All | +815.9% | +215.4% | +600.4% | +348.9% |
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