-50.7%
CCI vs USFD
+215.8%
-266.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -0.4% | -3.0% | +2.6% | +0.2% |
| 30D | +2.7% | +3.5% | -0.8% | +1.9% |
| 3M | -18.2% | +26.6% | -44.8% | -22.3% |
| 6M | -14.8% | +11.7% | -26.5% | -17.0% |
| YTD | -12.6% | +38.1% | -50.7% | -18.9% |
| 1Y | -16.7% | +33.4% | -50.1% | -22.3% |
| 3Y | -10.5% | +155.8% | -166.3% | -29.6% |
| All | -50.7% | +215.8% | -266.5% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling