-25.0%
CDW vs USFD
+156.9%
-181.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.2% | -3.0% | +6.2% | +4.1% |
| 30D | +9.3% | +3.5% | +5.8% | +7.9% |
| 3M | +9.8% | +26.6% | -16.8% | +2.2% |
| 6M | +23.3% | +11.7% | +11.6% | +18.9% |
| YTD | +13.7% | +38.1% | -24.5% | -0.9% |
| 1Y | -6.5% | +33.4% | -39.9% | -17.4% |
| All | -25.0% | +156.9% | -181.9% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling