+1,242.9%
CDNS vs USFD
+368.6%
+874.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.5% |
| 7D | +2.1% | +3.9% | -1.8% | +1.2% |
| 30D | -4.6% | +12.8% | -17.5% | -7.3% |
| 3M | -0.8% | +1.0% | -1.8% | -1.2% |
| 6M | -7.2% | +30.3% | -37.5% | -13.0% |
| YTD | +7.7% | +46.0% | -38.3% | -2.7% |
| 1Y | +3.5% | +49.6% | -46.1% | -7.1% |
| 3Y | +31.2% | +166.3% | -135.0% | +2.8% |
| 5Y | +84.5% | +208.4% | -123.9% | +38.5% |
| 10Y | +1,242.9% | +371.2% | +871.7% | +779.3% |
| All | +1,242.9% | +368.6% | +874.3% | +779.3% |
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