+52.1%
USFD vs CAI
-2.4%
+54.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +3.0% |
| 7D | +3.9% | -20.3% | +24.3% | +4.7% |
| 30D | +12.8% | -13.9% | +26.7% | +13.4% |
| 3M | +1.0% | +12.4% | -11.5% | 0.0% |
| 6M | +30.3% | +58.3% | -28.1% | +26.8% |
| YTD | +46.0% | -5.2% | +51.2% | +44.4% |
| All | +52.1% | -2.4% | +54.4% | +47.0% |
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