+27.2%
CB vs USFD
+50.4%
-23.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | +7.4% | +10.6% | -3.2% | +6.2% |
| 3M | +8.6% | -2.4% | +11.0% | +8.5% |
| 6M | +16.1% | +28.9% | -12.8% | +14.0% |
| YTD | +20.2% | +43.7% | -23.5% | +19.1% |
| 1Y | +27.2% | +48.5% | -21.3% | +26.0% |
| All | +27.2% | +50.4% | -23.2% | +26.0% |
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 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