+328.9%
USFD vs CAPR
-72.7%
+401.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.7% |
| 7D | +3.9% | +29.7% | -25.8% | +3.5% |
| 30D | +10.7% | +11.0% | -0.3% | +10.5% |
| 3M | +6.3% | +118.8% | -112.5% | +4.7% |
| 6M | +16.2% | -73.9% | +90.1% | +17.2% |
| YTD | +41.9% | -70.2% | +112.1% | +42.5% |
| 1Y | +44.2% | +38.3% | +5.9% | +35.8% |
| 3Y | +159.8% | +199.7% | -39.9% | +129.3% |
| 5Y | +177.1% | +130.6% | +46.5% | +141.9% |
| 10Y | +376.2% | -68.5% | +444.7% | +280.0% |
| All | +328.9% | -72.7% | +401.6% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling