+116.0%
CTAS vs USFD
+215.4%
-99.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.0% | +1.7% | +0.3% | +1.4% |
| 30D | +8.7% | +10.2% | -1.5% | +5.3% |
| 3M | +13.3% | -1.5% | +14.8% | +13.5% |
| 6M | +39.4% | +27.3% | +12.0% | +28.2% |
| YTD | +21.5% | +44.0% | -22.5% | +5.6% |
| 1Y | +21.9% | +50.4% | -28.5% | +4.1% |
| 3Y | +73.6% | +153.6% | -79.9% | +21.4% |
| All | +116.0% | +215.4% | -99.4% | +35.6% |
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