+639.5%
CEG vs USFD
+185.4%
+454.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.0% |
| 7D | +8.0% | -3.0% | +11.0% | +9.0% |
| 30D | +12.9% | +3.5% | +9.4% | +11.6% |
| 3M | +13.2% | +26.6% | -13.4% | +4.0% |
| 6M | -7.0% | +11.7% | -18.7% | -11.0% |
| YTD | -15.0% | +38.1% | -53.1% | -25.4% |
| 1Y | -2.7% | +33.4% | -36.1% | -13.8% |
| 3Y | +184.1% | +155.8% | +28.2% | +104.2% |
| All | +639.5% | +185.4% | +454.0% | +402.0% |
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 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