-3.7%
CDW vs USFD
+215.4%
-219.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +9.3% | +1.7% | +7.7% | +8.7% |
| 30D | +14.4% | +10.2% | +4.2% | +10.4% |
| 3M | +21.4% | -1.5% | +22.9% | +21.9% |
| 6M | +72.8% | +27.3% | +45.5% | +57.0% |
| YTD | +28.0% | +44.0% | -16.0% | +8.1% |
| 1Y | +19.3% | +50.4% | -31.0% | -1.3% |
| 3Y | -15.3% | +153.6% | -168.9% | -44.6% |
| All | -3.7% | +215.4% | -219.1% | -45.0% |
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