+208.4%
USFD vs CAPR
+160.6%
+47.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.4% | +3.0% |
| 7D | +3.9% | +36.0% | -32.1% | +3.9% |
| 30D | +12.8% | +25.8% | -13.0% | +12.8% |
| 3M | +1.0% | +140.8% | -139.9% | +0.8% |
| 6M | +30.3% | -67.6% | +97.8% | +30.4% |
| YTD | +46.0% | -65.9% | +111.8% | +46.0% |
| 1Y | +49.6% | +66.1% | -16.5% | +47.5% |
| 3Y | +166.3% | +256.9% | -90.6% | +134.0% |
| 5Y | +208.4% | +172.1% | +36.3% | +152.1% |
| All | +208.4% | +160.6% | +47.8% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling