+175.4%
CDE vs USFD
+329.0%
-153.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | -3.0% | +3.5% | +1.4% |
| 30D | +21.9% | +3.5% | +18.3% | +20.2% |
| 3M | +14.9% | +26.6% | -11.6% | +5.8% |
| 6M | -10.5% | +11.7% | -22.2% | -14.3% |
| YTD | +19.3% | +38.1% | -18.9% | +5.6% |
| 1Y | +50.8% | +33.4% | +17.4% | +34.9% |
| 3Y | +782.3% | +155.8% | +626.5% | +542.1% |
| 5Y | +191.7% | +214.0% | -22.4% | +96.6% |
| 10Y | +57.6% | +320.4% | -262.7% | -3.8% |
| All | +175.4% | +329.0% | -153.6% | +69.0% |
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