+283.4%
CDW vs USFD
+322.6%
-39.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.2% | -3.0% | +6.2% | +4.2% |
| 30D | +9.3% | +3.5% | +5.8% | +7.9% |
| 3M | +9.8% | +26.6% | -16.8% | +1.4% |
| 6M | +23.3% | +11.7% | +11.6% | +18.2% |
| YTD | +13.7% | +38.1% | -24.5% | +0.5% |
| 1Y | -6.5% | +33.4% | -39.9% | -16.5% |
| 3Y | -25.2% | +155.8% | -181.1% | -46.6% |
| 5Y | -19.5% | +214.0% | -233.5% | -47.4% |
| All | +283.4% | +322.6% | -39.2% | +113.5% |
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