+81.3%
CDE vs USFD
+347.2%
-265.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -9.6% | +1.7% | -11.3% | -10.1% |
| 30D | -6.7% | +10.2% | -16.8% | -9.5% |
| 3M | -24.2% | -1.5% | -22.7% | -24.0% |
| 6M | -29.1% | +27.3% | -56.4% | -35.0% |
| YTD | -21.5% | +44.0% | -65.5% | -31.5% |
| 1Y | -7.4% | +50.4% | -57.7% | -20.3% |
| 3Y | +596.3% | +153.6% | +442.7% | +406.7% |
| 5Y | +95.7% | +219.0% | -123.2% | +31.3% |
| 10Y | +53.0% | +361.5% | -308.5% | -11.1% |
| All | +81.3% | +347.2% | -265.9% | +9.6% |
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