+255.6%
CB vs USFD
+353.3%
-97.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.4% | -0.2% |
| 7D | +5.3% | +7.8% | -2.6% | +3.1% |
| 30D | +13.2% | +16.2% | -3.0% | +8.7% |
| 3M | +7.8% | +11.0% | -3.2% | +4.5% |
| 6M | +15.8% | +20.7% | -4.9% | +9.6% |
| YTD | +21.0% | +46.0% | -25.0% | +8.0% |
| 1Y | +32.2% | +49.8% | -17.6% | +17.0% |
| 3Y | +76.7% | +167.3% | -90.6% | +31.8% |
| 5Y | +110.4% | +197.2% | -86.8% | +48.6% |
| 10Y | +261.0% | +389.9% | -128.9% | +119.3% |
| All | +255.6% | +353.3% | -97.7% | +115.6% |
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