-39.2%
CAG vs USFD
+204.0%
-243.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 3M | +2.4% | +1.0% | +1.4% | +2.0% |
| 6M | +10.7% | +30.3% | -19.5% | +6.3% |
| YTD | -5.5% | +46.0% | -51.5% | -10.9% |
| 1Y | -4.6% | +49.6% | -54.2% | -10.4% |
| 3Y | -34.4% | +166.3% | -200.7% | -44.4% |
| 5Y | -39.2% | +208.4% | -247.5% | -49.8% |
| All | -39.2% | +204.0% | -243.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling