+818.4%
CTAS vs USFD
+369.2%
+449.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.7% | +8.4% | -7.7% | -2.0% |
| 30D | +11.3% | +12.7% | -1.4% | +6.9% |
| 3M | +11.4% | +1.1% | +10.3% | +10.7% |
| 6M | +35.6% | +30.2% | +5.5% | +23.5% |
| YTD | +20.7% | +45.8% | -25.1% | +4.7% |
| 1Y | +22.8% | +51.9% | -29.1% | +4.8% |
| 3Y | +73.4% | +158.5% | -85.1% | +22.6% |
| 5Y | +117.6% | +208.0% | -90.5% | +41.4% |
| 10Y | +818.4% | +376.6% | +441.9% | +381.3% |
| All | +818.4% | +369.2% | +449.2% | +381.3% |
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