+293.0%
CDW vs USFD
+369.7%
-76.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.1% | +3.0% | -0.9% | +1.3% |
| 30D | +14.7% | +11.1% | +3.7% | +11.0% |
| 3M | +11.1% | -0.3% | +11.4% | +11.1% |
| 6M | +45.6% | +15.9% | +29.7% | +38.1% |
| YTD | +17.1% | +41.6% | -24.5% | +2.6% |
| 1Y | +13.2% | +49.4% | -36.2% | -2.7% |
| 3Y | -22.2% | +157.8% | -180.0% | -44.5% |
| 5Y | -10.1% | +176.6% | -186.7% | -38.8% |
| All | +293.0% | +369.7% | -76.7% | +120.9% |
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