+371.2%
USFD vs CRL
+400.8%
-29.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +1.6% |
| 7D | +3.9% | +4.4% | -0.5% | +2.1% |
| 30D | +12.8% | +17.1% | -4.2% | +6.3% |
| 3M | +1.0% | +32.1% | -31.1% | -8.9% |
| 6M | +30.3% | +98.9% | -68.7% | +1.8% |
| YTD | +46.0% | +77.1% | -31.2% | +16.5% |
| 1Y | +49.6% | +110.3% | -60.6% | +12.0% |
| 3Y | +166.3% | +108.5% | +57.8% | +80.8% |
| 5Y | +208.4% | -7.9% | +216.2% | +194.8% |
| 10Y | +371.2% | +368.9% | +2.3% | +101.4% |
| All | +371.2% | +400.8% | -29.6% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling