+1,457.0%
CRWD vs USFD
+198.9%
+1,258.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -7.7% | +8.4% | -16.1% | -9.4% |
| 30D | -17.9% | +12.7% | -30.7% | -20.3% |
| 3M | +0.3% | +1.1% | -0.9% | -0.4% |
| 6M | +71.1% | +30.2% | +41.0% | +59.7% |
| YTD | +92.6% | +45.8% | +46.8% | +72.7% |
| 1Y | +62.0% | +51.9% | +10.0% | +43.6% |
| 3Y | +360.0% | +158.5% | +201.5% | +260.9% |
| 5Y | +220.7% | +208.0% | +12.7% | +140.3% |
| All | +1,457.0% | +198.9% | +1,258.1% | +1,367.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling