+317.7%
USFD vs CASY
+592.6%
-274.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +3.5% | -11.3% | +14.9% | +8.6% |
| 3M | +26.6% | -0.6% | +27.2% | +24.2% |
| 6M | +11.7% | +10.7% | +1.0% | +3.7% |
| YTD | +38.1% | +37.1% | +1.0% | +16.3% |
| 1Y | +33.4% | +52.3% | -18.9% | +6.3% |
| 3Y | +155.8% | +215.2% | -59.4% | +36.8% |
| 5Y | +214.0% | +276.5% | -62.5% | +50.0% |
| 10Y | +320.4% | +508.4% | -188.0% | +60.9% |
| All | +317.7% | +592.6% | -274.9% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling