+30.0%
CCJ vs USFD
+24.9%
+5.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | -0.3% |
| 7D | +4.2% | -7.0% | +11.2% | +5.8% |
| 30D | +3.2% | -10.3% | +13.5% | +5.6% |
| 3M | -1.8% | +9.2% | -11.0% | -4.7% |
| 6M | -13.5% | +7.4% | -21.0% | -15.3% |
| YTD | +9.7% | +29.4% | -19.6% | -4.0% |
| 1Y | +30.0% | +24.8% | +5.2% | +17.5% |
| All | +30.0% | +24.9% | +5.1% | +17.5% |
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 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