+246.7%
CB vs USFD
+369.2%
-122.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +0.7% | +8.4% | -7.7% | -1.5% |
| 30D | +8.2% | +12.7% | -4.6% | +4.7% |
| 3M | +6.3% | +1.1% | +5.2% | +5.7% |
| 6M | +16.2% | +30.2% | -14.0% | +7.8% |
| YTD | +19.3% | +45.8% | -26.5% | +6.5% |
| 1Y | +29.2% | +51.9% | -22.7% | +13.9% |
| 3Y | +71.4% | +158.5% | -87.0% | +28.8% |
| 5Y | +104.2% | +208.0% | -103.8% | +42.5% |
| 10Y | +246.7% | +376.6% | -129.9% | +114.0% |
| All | +246.7% | +369.2% | -122.6% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling