+322.5%
CCEP vs USFD
+340.6%
-18.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.2% |
| 7D | +5.7% | +3.9% | +1.8% | +4.3% |
| 30D | +15.3% | +10.7% | +4.6% | +11.5% |
| 3M | +8.0% | +6.3% | +1.7% | +5.6% |
| 6M | +26.7% | +16.2% | +10.5% | +20.1% |
| YTD | +30.7% | +41.9% | -11.2% | +15.2% |
| 1Y | +36.5% | +44.2% | -7.6% | +19.5% |
| 3Y | +111.1% | +159.8% | -48.7% | +48.9% |
| 5Y | +149.7% | +177.1% | -27.4% | +68.0% |
| 10Y | +305.3% | +376.2% | -70.8% | +119.2% |
| All | +322.5% | +340.6% | -18.1% | +132.4% |
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