+923.7%
CRS vs USFD
+339.9%
+583.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.7% | +3.0% | -4.6% | -3.6% |
| 30D | -28.8% | +11.1% | -39.9% | -33.3% |
| 3M | -50.0% | -0.3% | -49.7% | -50.5% |
| 6M | -39.2% | +15.9% | -55.1% | -45.1% |
| YTD | -11.4% | +41.6% | -53.0% | -29.5% |
| 1Y | -11.7% | +49.4% | -61.1% | -31.9% |
| 3Y | +319.6% | +157.8% | +161.8% | +137.8% |
| 5Y | +794.8% | +176.6% | +618.1% | +371.8% |
| 10Y | +926.9% | +375.4% | +551.5% | +271.0% |
| All | +923.7% | +339.9% | +583.8% | +278.5% |
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