-34.4%
CAG vs USFD
+167.5%
-201.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | -0.2% |
| 7D | +4.6% | +3.9% | +0.7% | +3.8% |
| 30D | +14.7% | +12.8% | +1.8% | +12.6% |
| 3M | +2.4% | +1.0% | +1.4% | +1.8% |
| 6M | +10.7% | +30.3% | -19.5% | +7.3% |
| YTD | -5.5% | +46.0% | -51.5% | -9.2% |
| 1Y | -4.6% | +49.6% | -54.2% | -8.4% |
| 3Y | -34.4% | +166.3% | -200.7% | -41.7% |
| All | -34.4% | +167.5% | -201.9% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling