+1,061.3%
CCJ vs USFD
+322.6%
+738.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.7% | -3.0% | +3.7% | +1.6% |
| 30D | +6.9% | +3.5% | +3.3% | +5.8% |
| 3M | -11.6% | +26.6% | -38.2% | -17.7% |
| 6M | -16.2% | +11.7% | -27.9% | -19.3% |
| YTD | +10.1% | +38.1% | -28.0% | -0.5% |
| 1Y | +32.3% | +33.4% | -1.1% | +20.7% |
| 3Y | +171.3% | +155.8% | +15.5% | +106.5% |
| 5Y | +372.4% | +214.0% | +158.4% | +238.0% |
| All | +1,061.3% | +322.6% | +738.7% | +591.8% |
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