+582.9%
CEG vs USFD
+201.6%
+381.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.1% | +7.4% | +9.6% |
| 7D | +7.3% | +3.9% | +3.4% | +5.9% |
| 30D | -7.4% | +12.8% | -20.2% | -11.0% |
| 3M | +2.5% | +1.0% | +1.5% | +1.8% |
| 6M | -8.8% | +30.3% | -39.0% | -17.2% |
| YTD | -21.5% | +46.0% | -67.5% | -32.5% |
| 1Y | -22.5% | +49.6% | -72.2% | -34.1% |
| 3Y | +133.3% | +166.3% | -32.9% | +65.2% |
| All | +582.9% | +201.6% | +381.3% | +354.3% |
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