-43.3%
CCL vs USFD
+329.0%
-372.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -5.0% | -3.0% | -2.0% | -2.7% |
| 30D | -20.3% | +3.5% | -23.9% | -23.2% |
| 3M | -15.1% | +26.6% | -41.7% | -31.6% |
| 6M | -15.1% | +11.7% | -26.8% | -23.9% |
| YTD | -21.8% | +38.1% | -59.9% | -43.1% |
| 1Y | -24.8% | +33.4% | -58.2% | -44.2% |
| 3Y | +51.9% | +155.8% | -104.0% | -36.7% |
| 5Y | +4.0% | +214.0% | -210.0% | -62.5% |
| 10Y | -42.2% | +320.4% | -362.6% | -82.7% |
| All | -43.3% | +329.0% | -372.3% | -82.6% |
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