+28.2%
CCI vs USFD
+329.0%
-300.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | +2.7% | +3.5% | -0.8% | +2.1% |
| 3M | -18.2% | +26.6% | -44.8% | -21.1% |
| 6M | -14.8% | +11.7% | -26.5% | -16.4% |
| YTD | -12.6% | +38.1% | -50.7% | -17.0% |
| 1Y | -16.7% | +33.4% | -50.1% | -20.6% |
| 3Y | -10.5% | +155.8% | -166.3% | -23.1% |
| 5Y | -51.4% | +214.0% | -265.5% | -60.0% |
| 10Y | +20.0% | +320.4% | -300.3% | -8.2% |
| All | +28.2% | +329.0% | -300.8% | -1.9% |
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