+362.2%
USFD vs CAPR
-68.5%
+430.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.2% |
| 7D | +3.0% | +41.1% | -38.1% | +2.4% |
| 30D | +11.1% | +11.1% | -0.1% | +10.8% |
| 3M | -0.3% | +115.3% | -115.6% | -1.8% |
| 6M | +15.9% | -73.8% | +89.7% | +16.8% |
| YTD | +41.6% | -68.8% | +110.4% | +42.2% |
| 1Y | +49.4% | +43.3% | +6.1% | +40.7% |
| 3Y | +157.8% | +214.7% | -56.8% | +127.3% |
| 5Y | +176.6% | +141.3% | +35.3% | +141.1% |
| All | +362.2% | -68.5% | +430.7% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling