-5.7%
CDW vs USFD
+204.0%
-209.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.8% | +3.7% |
| 7D | +9.3% | +3.9% | +5.4% | +7.9% |
| 30D | +15.8% | +12.8% | +2.9% | +10.7% |
| 3M | +21.8% | +1.0% | +20.8% | +21.1% |
| 6M | +58.8% | +30.3% | +28.5% | +43.1% |
| YTD | +22.8% | +46.0% | -23.2% | +3.3% |
| 1Y | +17.9% | +49.6% | -31.7% | -2.1% |
| 3Y | -17.4% | +166.3% | -183.7% | -46.9% |
| 5Y | -5.7% | +208.4% | -214.1% | -45.4% |
| All | -5.7% | +204.0% | -209.7% | -45.4% |
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