+157.8%
USFD vs CAPR
+214.7%
-56.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.2% |
| 7D | +3.0% | +41.1% | -38.1% | +3.1% |
| 30D | +11.1% | +11.1% | -0.1% | +11.1% |
| 3M | -0.3% | +115.3% | -115.6% | 0.0% |
| 6M | +15.9% | -73.8% | +89.7% | +15.7% |
| YTD | +41.6% | -68.8% | +110.4% | +41.5% |
| 1Y | +49.4% | +43.3% | +6.1% | +50.4% |
| 3Y | +157.8% | +214.7% | -56.8% | +148.7% |
| All | +157.8% | +214.7% | -56.8% | +148.7% |
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