-28.5%
CCL vs USFD
+368.6%
-397.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +1.6% |
| 7D | +3.1% | +3.9% | -0.9% | -0.2% |
| 30D | +17.5% | +12.8% | +4.7% | +6.0% |
| 3M | +6.8% | +1.0% | +5.8% | +5.6% |
| 6M | +18.7% | +30.3% | -11.5% | -7.0% |
| YTD | +3.0% | +46.0% | -42.9% | -28.8% |
| 1Y | +17.7% | +49.6% | -31.9% | -21.2% |
| 3Y | +155.6% | +166.3% | -10.7% | +2.1% |
| 5Y | +30.2% | +208.4% | -178.2% | -52.9% |
| 10Y | -28.5% | +371.2% | -399.7% | -80.5% |
| All | -28.5% | +368.6% | -397.1% | -80.5% |
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 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