+851.5%
CTAS vs USFD
+329.0%
+522.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | -3.0% | +1.2% | -0.8% |
| 30D | -0.2% | +3.5% | -3.7% | -1.4% |
| 3M | +11.7% | +26.6% | -14.9% | +3.1% |
| 6M | +0.7% | +11.7% | -11.0% | -3.5% |
| YTD | +7.4% | +38.1% | -30.7% | -4.8% |
| 1Y | -2.1% | +33.4% | -35.5% | -12.5% |
| 3Y | +62.9% | +155.8% | -92.9% | +15.9% |
| 5Y | +111.9% | +214.0% | -102.2% | +37.0% |
| 10Y | +652.2% | +320.4% | +331.8% | +301.3% |
| All | +851.5% | +329.0% | +522.4% | +408.8% |
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