+158.5%
USFD vs CRL
+102.9%
+55.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.1% |
| 7D | +8.4% | -1.7% | +10.1% | +8.4% |
| 30D | +12.7% | +14.6% | -1.8% | +10.6% |
| 3M | +1.1% | +24.8% | -23.7% | -2.0% |
| 6M | +30.2% | +94.7% | -64.5% | +19.3% |
| YTD | +45.8% | +73.4% | -27.5% | +35.0% |
| 1Y | +51.9% | +104.7% | -52.7% | +37.1% |
| 3Y | +158.5% | +101.1% | +57.4% | +147.8% |
| All | +158.5% | +102.9% | +55.6% | +147.8% |
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