+122.4%
CF vs USFD
+184.3%
-61.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +6.5% |
| 7D | +0.4% | +3.9% | -3.5% | -0.1% |
| 30D | +2.2% | +10.7% | -8.5% | +0.8% |
| 3M | +2.1% | +6.3% | -4.2% | +1.1% |
| 6M | -6.5% | +16.2% | -22.8% | -8.6% |
| YTD | +55.6% | +41.9% | +13.7% | +45.6% |
| 1Y | +42.3% | +44.2% | -1.9% | +32.7% |
| 3Y | +55.7% | +159.8% | -104.0% | +28.4% |
| 5Y | +122.4% | +177.1% | -54.7% | +69.2% |
| All | +122.4% | +184.3% | -61.8% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling