+31.7%
USFD vs CAI
-28.5%
+60.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -5.3% | +9.1% | -14.5% | -5.9% |
| 3M | +18.8% | +53.8% | -35.0% | +15.3% |
| 6M | +14.3% | +33.5% | -19.2% | +11.7% |
| YTD | +36.9% | -8.0% | +44.9% | +37.7% |
| 1Y | +31.7% | -28.7% | +60.4% | +33.1% |
| All | +31.7% | -28.5% | +60.2% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling