+162.8%
USFD vs CAPR
+40.5%
+122.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | -3.0% | -2.0% | -1.0% | -3.0% |
| 30D | +3.5% | +139.2% | -135.7% | +3.8% |
| 3M | +26.6% | -66.4% | +92.9% | +26.5% |
| 6M | +11.7% | -63.1% | +74.8% | +11.7% |
| YTD | +38.1% | -67.4% | +105.6% | +38.0% |
| 1Y | +33.4% | +58.2% | -24.9% | +33.6% |
| All | +162.8% | +40.5% | +122.3% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling