+772.6%
CCJ vs USFD
+369.2%
+403.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | +8.4% | -7.9% | -1.8% |
| 30D | -17.2% | +12.7% | -30.0% | -20.1% |
| 3M | -25.1% | +1.1% | -26.2% | -25.6% |
| 6M | -37.6% | +30.2% | -67.7% | -42.5% |
| YTD | -20.4% | +45.8% | -66.2% | -29.3% |
| 1Y | -22.5% | +51.9% | -74.5% | -31.9% |
| 3Y | +72.5% | +158.5% | -86.0% | +30.7% |
| 5Y | +179.9% | +208.0% | -28.2% | +100.6% |
| 10Y | +772.6% | +376.6% | +396.0% | +435.2% |
| All | +772.6% | +369.2% | +403.4% | +435.2% |
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