+820.2%
CTAS vs USFD
+375.5%
+444.7%
-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% | +0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +10.7% | +12.3% | -1.6% | +6.4% |
| 3M | +11.0% | -0.7% | +11.7% | +10.9% |
| 6M | +38.7% | +31.3% | +7.5% | +26.0% |
| YTD | +21.8% | +45.7% | -24.0% | +5.7% |
| 1Y | +23.6% | +52.1% | -28.6% | +5.4% |
| 3Y | +74.9% | +158.2% | -83.3% | +23.7% |
| 5Y | +119.5% | +213.8% | -94.3% | +41.7% |
| 10Y | +820.2% | +367.0% | +453.2% | +382.9% |
| All | +820.2% | +375.5% | +444.7% | +382.9% |
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