+1,647.5%
CRS vs USFD
+329.0%
+1,318.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.9% |
| 7D | -0.2% | -3.0% | +2.8% | +1.4% |
| 30D | -16.6% | +3.5% | -20.2% | -18.5% |
| 3M | -3.5% | +26.6% | -30.0% | -16.2% |
| 6M | +15.4% | +11.7% | +3.7% | +7.2% |
| YTD | +51.2% | +38.1% | +13.1% | +23.2% |
| 1Y | +98.3% | +33.4% | +64.9% | +64.1% |
| 3Y | +651.5% | +155.8% | +495.7% | +330.7% |
| 5Y | +1,411.1% | +214.0% | +1,197.1% | +649.3% |
| 10Y | +1,424.3% | +320.4% | +1,104.0% | +478.4% |
| All | +1,647.5% | +329.0% | +1,318.4% | +561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling