-35.7%
CAG vs USFD
+165.3%
-201.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -3.8% | -3.0% | -0.8% | -3.4% |
| 30D | +3.1% | +3.5% | -0.4% | +2.7% |
| 3M | +23.5% | +26.6% | -3.1% | +20.3% |
| 6M | -14.8% | +11.7% | -26.5% | -16.0% |
| YTD | -5.4% | +38.1% | -43.6% | -8.6% |
| 1Y | -11.8% | +33.4% | -45.2% | -14.5% |
| All | -35.7% | +165.3% | -201.0% | -45.1% |
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