+955.4%
CTAS vs USFD
+339.9%
+615.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +1.2% | +3.0% | -1.8% | +0.1% |
| 30D | +12.8% | +11.1% | +1.7% | +8.8% |
| 3M | +10.3% | -0.3% | +10.6% | +10.0% |
| 6M | +32.0% | +15.9% | +16.1% | +24.9% |
| YTD | +19.1% | +41.6% | -22.5% | +4.4% |
| 1Y | +21.5% | +49.4% | -27.9% | +4.3% |
| 3Y | +76.0% | +157.8% | -81.8% | +24.8% |
| 5Y | +110.9% | +176.6% | -65.8% | +42.2% |
| 10Y | +849.8% | +375.4% | +474.5% | +397.5% |
| All | +955.4% | +339.9% | +615.5% | +458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling