+1,074.1%
CDNS vs USFD
+329.0%
+745.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -14.0% | -3.0% | -11.0% | -13.5% |
| 30D | -13.2% | +3.5% | -16.7% | -13.9% |
| 3M | -28.9% | +26.6% | -55.5% | -32.8% |
| 6M | -4.2% | +11.7% | -15.9% | -7.1% |
| YTD | -6.4% | +38.1% | -44.5% | -14.2% |
| 1Y | -16.2% | +33.4% | -49.6% | -22.7% |
| 3Y | +20.2% | +155.8% | -135.6% | -4.9% |
| 5Y | +76.6% | +214.0% | -137.4% | +32.4% |
| 10Y | +1,029.7% | +320.4% | +709.3% | +652.7% |
| All | +1,074.1% | +329.0% | +745.1% | +682.2% |
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 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