+1,462.8%
CRWD vs USFD
+195.1%
+1,267.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.5% | +1.7% | +2.8% | +4.1% |
| 30D | -9.1% | +10.2% | -19.3% | -11.2% |
| 3M | +0.5% | -1.5% | +2.0% | +0.4% |
| 6M | +61.1% | +27.3% | +33.8% | +51.1% |
| YTD | +93.4% | +44.0% | +49.4% | +73.8% |
| 1Y | +71.1% | +50.4% | +20.7% | +52.0% |
| 3Y | +351.1% | +153.6% | +197.5% | +255.3% |
| 5Y | +218.8% | +219.0% | -0.1% | +138.4% |
| All | +1,462.8% | +195.1% | +1,267.7% | +1,376.7% |
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