-33.8%
CAG vs USFD
+306.5%
-340.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.5% |
| 7D | -6.6% | -7.0% | +0.4% | -6.0% |
| 30D | +2.3% | -10.3% | +12.6% | +3.3% |
| 3M | +16.3% | +9.2% | +7.1% | +15.3% |
| 6M | -16.0% | +7.4% | -23.4% | -16.7% |
| YTD | -7.7% | +29.4% | -37.1% | -10.0% |
| 1Y | -16.0% | +24.8% | -40.9% | -17.9% |
| 3Y | -37.7% | +150.0% | -187.7% | -43.1% |
| 5Y | -41.2% | +195.5% | -236.7% | -47.5% |
| 10Y | -33.8% | +315.7% | -349.5% | -45.5% |
| All | -33.8% | +306.5% | -340.3% | -45.5% |
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