-34.0%
CCL vs USFD
+359.9%
-394.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.2% | +1.7% | -2.9% | -2.5% |
| 30D | +13.1% | +10.2% | +3.0% | +4.2% |
| 3M | +3.4% | -1.5% | +4.9% | +4.4% |
| 6M | +18.7% | +27.3% | -8.6% | -5.2% |
| YTD | -2.3% | +44.0% | -46.2% | -31.7% |
| 1Y | +14.2% | +50.4% | -36.2% | -23.9% |
| 3Y | +133.6% | +153.6% | -20.0% | -2.6% |
| 5Y | +33.5% | +219.0% | -185.5% | -53.0% |
| All | -34.0% | +359.9% | -394.0% | -81.7% |
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