+253.2%
CB vs USFD
+340.6%
-87.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | +2.6% | +3.9% | -1.3% | +1.4% |
| 30D | +11.2% | +10.7% | +0.5% | +8.1% |
| 3M | +5.7% | +6.3% | -0.6% | +3.7% |
| 6M | +15.9% | +16.2% | -0.3% | +10.8% |
| YTD | +20.2% | +41.9% | -21.7% | +8.1% |
| 1Y | +32.4% | +44.2% | -11.8% | +18.4% |
| 3Y | +75.5% | +159.8% | -84.3% | +31.9% |
| 5Y | +105.5% | +177.1% | -71.6% | +47.9% |
| 10Y | +258.5% | +376.2% | -117.6% | +119.5% |
| All | +253.2% | +340.6% | -87.4% | +115.8% |
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