+1,209.3%
CDNS vs USFD
+376.0%
+833.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +2.4% | +8.4% | -5.9% | +0.6% |
| 30D | -6.0% | +12.7% | -18.8% | -8.6% |
| 3M | -0.1% | +1.1% | -1.2% | -0.6% |
| 6M | -8.6% | +30.2% | -38.7% | -14.3% |
| YTD | +6.1% | +45.8% | -39.7% | -4.1% |
| 1Y | +0.8% | +51.9% | -51.1% | -9.8% |
| 3Y | +26.8% | +158.5% | -131.7% | +0.1% |
| 5Y | +86.9% | +208.0% | -121.2% | +40.4% |
| All | +1,209.3% | +376.0% | +833.3% | +775.5% |
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