+302.3%
CCEP vs USFD
+368.6%
-66.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.2% |
| 7D | +1.7% | +3.9% | -2.3% | +0.3% |
| 30D | +12.7% | +12.8% | -0.1% | +8.3% |
| 3M | +8.5% | +1.0% | +7.5% | +8.0% |
| 6M | +25.6% | +30.3% | -4.7% | +14.7% |
| YTD | +30.9% | +46.0% | -15.0% | +14.3% |
| 1Y | +32.0% | +49.6% | -17.7% | +14.0% |
| 3Y | +110.9% | +166.3% | -55.3% | +47.2% |
| 5Y | +138.5% | +208.4% | -69.9% | +54.6% |
| 10Y | +302.3% | +371.2% | -68.9% | +100.3% |
| All | +302.3% | +368.6% | -66.3% | +100.3% |
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