+77.1%
CDNS vs USFD
+215.4%
-138.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | -2.0% | +10.2% | -12.1% | -5.5% |
| 3M | -0.2% | -1.5% | +1.3% | -0.1% |
| 6M | -8.9% | +27.3% | -36.2% | -17.6% |
| YTD | +3.3% | +44.0% | -40.6% | -13.5% |
| 1Y | +2.2% | +50.4% | -48.1% | -16.5% |
| 3Y | +22.4% | +153.6% | -131.2% | -23.3% |
| All | +77.1% | +215.4% | -138.3% | -3.2% |
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