+813.9%
CTAS vs USFD
+368.6%
+445.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.6% |
| 7D | -0.7% | +3.9% | -4.6% | -2.1% |
| 30D | +10.3% | +12.8% | -2.6% | +5.8% |
| 3M | +10.2% | +1.0% | +9.2% | +9.5% |
| 6M | +34.4% | +30.3% | +4.1% | +22.3% |
| YTD | +19.6% | +46.0% | -26.4% | +3.7% |
| 1Y | +21.8% | +49.6% | -27.8% | +4.5% |
| 3Y | +74.1% | +166.3% | -92.1% | +21.9% |
| 5Y | +114.0% | +208.4% | -94.3% | +39.0% |
| 10Y | +813.9% | +371.2% | +442.7% | +378.7% |
| All | +813.9% | +368.6% | +445.3% | +378.7% |
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