+367.0%
USFD vs CASY
+565.2%
-198.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | -0.2% | +5.8% | -6.0% | -2.6% |
| 30D | +12.3% | +10.7% | +1.6% | +7.5% |
| 3M | -0.7% | -13.9% | +13.2% | +5.0% |
| 6M | +31.3% | -18.4% | +49.7% | +39.9% |
| YTD | +45.7% | +29.6% | +16.1% | +24.5% |
| 1Y | +52.1% | +32.8% | +19.3% | +28.0% |
| 3Y | +158.2% | +162.3% | -4.0% | +49.1% |
| 5Y | +213.8% | +265.0% | -51.3% | +47.9% |
| 10Y | +367.0% | +555.4% | -188.3% | +73.9% |
| All | +367.0% | +565.2% | -198.1% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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