+247.9%
CB vs USFD
+359.1%
-111.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +7.4% | +10.6% | -3.2% | +4.4% |
| 3M | +8.6% | -2.4% | +11.0% | +9.0% |
| 6M | +16.1% | +28.9% | -12.8% | +8.0% |
| YTD | +20.2% | +43.7% | -23.5% | +7.7% |
| 1Y | +27.2% | +48.5% | -21.3% | +12.8% |
| 3Y | +72.7% | +154.7% | -82.0% | +30.2% |
| 5Y | +105.9% | +218.4% | -112.4% | +42.3% |
| All | +247.9% | +359.1% | -111.1% | +115.5% |
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 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