+328.9%
USFD vs CRL
+266.7%
+62.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.6% |
| 7D | +3.9% | -16.8% | +20.7% | +9.4% |
| 30D | +10.7% | +2.6% | +8.0% | +8.7% |
| 3M | +6.3% | +20.1% | -13.7% | -1.0% |
| 6M | +16.2% | +68.8% | -52.6% | -4.0% |
| YTD | +41.9% | +56.9% | -15.1% | +17.9% |
| 1Y | +44.2% | +86.7% | -42.5% | +12.4% |
| 3Y | +159.8% | +72.1% | +87.7% | +90.3% |
| 5Y | +177.1% | -16.6% | +193.7% | +170.8% |
| 10Y | +376.2% | +359.0% | +17.1% | +114.4% |
| All | +328.9% | +266.7% | +62.2% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling