+54.3%
CDE vs USFD
+310.2%
-255.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.7% |
| 7D | -6.1% | -8.0% | +1.9% | -3.6% |
| 30D | +9.5% | -13.1% | +22.6% | +14.3% |
| 3M | +32.0% | +6.5% | +25.5% | +28.6% |
| 6M | -12.8% | +5.7% | -18.5% | -15.1% |
| YTD | +14.2% | +27.5% | -13.3% | +3.7% |
| 1Y | +36.3% | +23.4% | +12.9% | +24.9% |
| 3Y | +821.4% | +146.4% | +675.0% | +579.8% |
| 5Y | +194.3% | +196.8% | -2.5% | +102.6% |
| All | +54.3% | +310.2% | -255.9% | +2.8% |
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