+162.8%
USFD vs CRL
+38.0%
+124.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -3.0% | -1.0% | -2.0% | -2.9% |
| 30D | +3.5% | +10.7% | -7.1% | +2.2% |
| 3M | +26.6% | +55.3% | -28.7% | +19.5% |
| 6M | +11.7% | +60.7% | -48.9% | +4.6% |
| YTD | +38.1% | +44.6% | -6.5% | +30.9% |
| 1Y | +33.4% | +77.7% | -44.4% | +21.9% |
| All | +162.8% | +38.0% | +124.8% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling