-30.8%
CCL vs USFD
+369.7%
-400.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | +3.1% | +3.0% | +0.2% | +0.6% |
| 30D | +13.7% | +11.1% | +2.6% | +3.9% |
| 3M | +3.8% | -0.3% | +4.1% | +3.6% |
| 6M | +9.3% | +15.9% | -6.6% | -5.6% |
| YTD | -1.1% | +41.6% | -42.7% | -29.9% |
| 1Y | +14.6% | +49.4% | -34.8% | -23.3% |
| 3Y | +146.4% | +157.8% | -11.4% | +1.1% |
| 5Y | +21.9% | +176.6% | -154.8% | -51.8% |
| All | -30.8% | +369.7% | -400.5% | -80.9% |
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