+76.0%
CTAS vs USFD
+159.2%
-83.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +1.2% | +3.0% | -1.8% | +0.3% |
| 30D | +12.8% | +11.1% | +1.7% | +9.8% |
| 3M | +10.3% | -0.3% | +10.6% | +10.2% |
| 6M | +32.0% | +15.9% | +16.1% | +26.7% |
| YTD | +19.1% | +41.6% | -22.5% | +5.8% |
| 1Y | +21.5% | +49.4% | -27.9% | +5.4% |
| 3Y | +76.0% | +157.8% | -81.8% | +29.9% |
| All | +76.0% | +159.2% | -83.2% | +29.9% |
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 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