+94.9%
CDE vs USFD
+352.6%
-257.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | -10.3% | +12.3% | -22.7% | -13.6% |
| 3M | -19.1% | -0.7% | -18.4% | -19.1% |
| 6M | -24.0% | +31.3% | -55.3% | -31.0% |
| YTD | -15.6% | +45.7% | -61.3% | -26.7% |
| 1Y | -1.1% | +52.1% | -53.2% | -15.2% |
| 3Y | +613.1% | +158.2% | +454.9% | +415.8% |
| 5Y | +109.3% | +213.8% | -104.5% | +40.9% |
| 10Y | +64.4% | +367.0% | -302.6% | -4.8% |
| All | +94.9% | +352.6% | -257.7% | +17.4% |
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