+492.8%
CEG vs USFD
+193.1%
+299.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.7% |
| 7D | -9.4% | +3.9% | -13.3% | -10.7% |
| 30D | -20.2% | +10.7% | -30.9% | -23.0% |
| 3M | -9.5% | +6.3% | -15.8% | -11.7% |
| 6M | -25.0% | +16.2% | -41.2% | -29.3% |
| YTD | -31.9% | +41.9% | -73.7% | -41.0% |
| 1Y | -33.7% | +44.2% | -77.9% | -42.9% |
| 3Y | +108.7% | +159.8% | -51.1% | +48.7% |
| All | +492.8% | +193.1% | +299.6% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling