-19.9%
CCJ vs USFD
+49.7%
-69.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.2% |
| 7D | +2.7% | +3.9% | -1.2% | +2.1% |
| 30D | -14.4% | +12.8% | -27.3% | -16.3% |
| 3M | -22.6% | +1.0% | -23.6% | -22.8% |
| 6M | -35.4% | +30.3% | -65.7% | -39.4% |
| YTD | -17.6% | +46.0% | -63.6% | -29.6% |
| All | -19.9% | +49.7% | -69.6% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling