+60.4%
CF vs USFD
+159.7%
-99.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +6.2% |
| 7D | +0.4% | +3.9% | -3.5% | +0.4% |
| 30D | +2.2% | +10.7% | -8.5% | +2.1% |
| 3M | +2.1% | +6.3% | -4.2% | +2.0% |
| 6M | -6.5% | +16.2% | -22.8% | -6.7% |
| YTD | +55.6% | +41.9% | +13.7% | +50.1% |
| 1Y | +42.3% | +44.2% | -1.9% | +36.9% |
| All | +60.4% | +159.7% | -99.3% | +47.5% |
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