+568.0%
CF vs USFD
+369.7%
+198.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | +3.0% | -6.1% | -4.4% |
| 30D | +4.3% | +11.1% | -6.7% | +0.6% |
| 3M | +2.8% | -0.3% | +3.1% | +2.2% |
| 6M | +0.6% | +15.9% | -15.3% | -5.1% |
| YTD | +56.6% | +41.6% | +15.0% | +36.3% |
| 1Y | +49.6% | +49.4% | +0.2% | +27.6% |
| 3Y | +61.5% | +157.8% | -96.4% | +11.8% |
| 5Y | +124.0% | +176.6% | -52.7% | +45.2% |
| All | +568.0% | +369.7% | +198.3% | +258.9% |
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