+30.1%
CB vs USFD
+46.1%
-16.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.2% | +3.0% | -2.7% | -0.2% |
| 30D | +9.1% | +11.1% | -2.0% | +7.8% |
| 3M | +3.4% | -0.3% | +3.7% | +3.2% |
| 6M | +14.1% | +15.9% | -1.8% | +12.5% |
| YTD | +18.0% | +41.6% | -23.6% | +16.5% |
| 1Y | +30.1% | +49.4% | -19.3% | +28.5% |
| All | +30.1% | +46.1% | -16.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling