-39.7%
CAG vs USFD
+215.8%
-255.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.8% | -3.0% | -0.8% | -3.4% |
| 30D | +3.1% | +3.5% | -0.4% | +2.6% |
| 3M | +23.5% | +26.6% | -3.1% | +19.4% |
| 6M | -14.8% | +11.7% | -26.5% | -16.3% |
| YTD | -5.4% | +38.1% | -43.6% | -9.9% |
| 1Y | -11.8% | +33.4% | -45.2% | -15.6% |
| 3Y | -36.7% | +155.8% | -192.5% | -45.7% |
| All | -39.7% | +215.8% | -255.6% | -51.2% |
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