+49.8%
USFD vs CRL
+85.3%
-35.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -7.3% | +15.7% | +8.5% |
| 7D | +7.8% | -12.8% | +20.6% | +8.1% |
| 30D | +16.2% | +5.0% | +11.2% | +15.3% |
| 3M | +11.0% | +39.4% | -28.4% | +8.4% |
| 6M | +20.7% | +89.4% | -68.6% | +17.2% |
| YTD | +46.0% | +63.6% | -17.6% | +41.7% |
| 1Y | +49.8% | +83.5% | -33.7% | +44.7% |
| All | +49.8% | +85.3% | -35.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling