-35.1%
CAG vs USFD
+353.4%
-388.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | 0.0% |
| 7D | +4.6% | +3.9% | +0.7% | +4.2% |
| 30D | +14.7% | +12.8% | +1.8% | +13.3% |
| 3M | +2.4% | +1.0% | +1.4% | +2.2% |
| 6M | +10.7% | +30.3% | -19.5% | +7.9% |
| YTD | -5.5% | +46.0% | -51.5% | -9.0% |
| 1Y | -4.6% | +49.6% | -54.2% | -8.3% |
| 3Y | -34.4% | +166.3% | -200.7% | -40.5% |
| 5Y | -39.2% | +208.4% | -247.5% | -46.0% |
| 10Y | -39.0% | +371.2% | -410.2% | -47.7% |
| All | -35.1% | +353.4% | -388.4% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling