-34.2%
CAG vs USFD
+369.2%
-403.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.6% | +8.4% | -1.7% | +5.8% |
| 30D | +13.9% | +12.7% | +1.2% | +12.6% |
| 3M | +4.0% | +1.1% | +2.9% | +3.9% |
| 6M | +10.0% | +30.2% | -20.2% | +7.2% |
| YTD | -6.1% | +45.8% | -52.0% | -9.5% |
| 1Y | -4.3% | +51.9% | -56.2% | -8.2% |
| 3Y | -34.6% | +158.5% | -193.0% | -40.4% |
| 5Y | -39.4% | +208.0% | -247.5% | -46.2% |
| 10Y | -34.2% | +376.6% | -410.7% | -45.0% |
| All | -34.2% | +369.2% | -403.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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