-28.6%
CCL vs USFD
+339.9%
-368.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | +2.6% | +3.0% | -0.4% | +0.2% |
| 30D | +13.1% | +11.1% | +2.1% | +3.5% |
| 3M | +3.3% | -0.3% | +3.6% | +3.1% |
| 6M | +8.7% | +15.9% | -7.2% | -5.9% |
| YTD | -1.6% | +41.6% | -43.2% | -30.0% |
| 1Y | +14.0% | +49.4% | -35.4% | -23.4% |
| 3Y | +145.1% | +157.8% | -12.7% | +1.6% |
| 5Y | +21.2% | +176.6% | -155.4% | -51.5% |
| 10Y | -29.8% | +375.4% | -405.2% | -79.2% |
| All | -28.6% | +339.9% | -368.5% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling