+192.6%
USFD vs CRL
-10.4%
+202.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -1.7% |
| 7D | +3.0% | -6.1% | +9.0% | +3.9% |
| 30D | +11.1% | +12.4% | -1.3% | +7.8% |
| 3M | -0.3% | +27.1% | -27.4% | -6.0% |
| 6M | +15.9% | +85.7% | -69.8% | +0.3% |
| YTD | +41.6% | +69.2% | -27.6% | +23.9% |
| 1Y | +49.4% | +97.5% | -48.1% | +25.7% |
| 3Y | +157.8% | +86.1% | +71.7% | +106.3% |
| All | +192.6% | -10.4% | +202.9% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling