+379.3%
CRWD vs USFD
+167.5%
+211.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.7% |
| 7D | -5.5% | +3.9% | -9.4% | -6.2% |
| 30D | -16.9% | +12.8% | -29.7% | -19.4% |
| 3M | +6.6% | +1.0% | +5.6% | +6.4% |
| 6M | +73.2% | +30.3% | +43.0% | +59.1% |
| YTD | +95.1% | +46.0% | +49.1% | +61.4% |
| 1Y | +69.4% | +49.6% | +19.8% | +37.6% |
| 3Y | +379.3% | +166.3% | +213.0% | +218.2% |
| All | +379.3% | +167.5% | +211.8% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling