+104.3%
CEG vs USFD
+159.2%
-54.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -4.7% | +3.0% | -7.7% | -5.8% |
| 30D | -16.6% | +11.1% | -27.6% | -19.8% |
| 3M | -4.1% | -0.3% | -3.8% | -4.4% |
| 6M | -22.3% | +15.9% | -38.2% | -27.3% |
| YTD | -28.9% | +41.6% | -70.6% | -41.1% |
| 1Y | -28.5% | +49.4% | -77.9% | -42.6% |
| 3Y | +104.3% | +157.8% | -53.6% | +23.5% |
| All | +104.3% | +159.2% | -54.9% | +23.5% |
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 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