+77.4%
CDNS vs USFD
+215.8%
-138.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -14.0% | -3.0% | -11.0% | -13.2% |
| 30D | -13.2% | +3.5% | -16.7% | -14.4% |
| 3M | -28.9% | +26.6% | -55.5% | -34.9% |
| 6M | -4.2% | +11.7% | -15.9% | -8.7% |
| YTD | -6.4% | +38.1% | -44.5% | -19.2% |
| 1Y | -16.2% | +33.4% | -49.6% | -26.9% |
| 3Y | +20.2% | +155.8% | -135.6% | -22.0% |
| All | +77.4% | +215.8% | -138.4% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling