+116.9%
CTAS vs USFD
+208.8%
-91.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | +10.2% | +10.6% | -0.3% | +6.7% |
| 3M | +12.1% | -2.4% | +14.5% | +12.6% |
| 6M | +38.3% | +28.9% | +9.4% | +26.7% |
| YTD | +21.9% | +43.7% | -21.8% | +6.1% |
| 1Y | +24.0% | +48.5% | -24.5% | +6.4% |
| 3Y | +75.1% | +154.7% | -79.6% | +22.3% |
| 5Y | +116.9% | +218.4% | -101.4% | +35.5% |
| All | +116.9% | +208.8% | -91.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling