+157.0%
CCJ vs USFD
+188.3%
-31.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -7.3% | +3.0% | -10.2% | -8.8% |
| 30D | -20.0% | +11.1% | -31.0% | -24.1% |
| 3M | -23.8% | -0.3% | -23.6% | -24.2% |
| 6M | -42.4% | +15.9% | -58.3% | -47.2% |
| YTD | -22.1% | +41.6% | -63.7% | -36.5% |
| 1Y | -20.8% | +49.4% | -70.2% | -37.4% |
| 3Y | +75.7% | +157.8% | -82.1% | +1.1% |
| All | +157.0% | +188.3% | -31.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling