+508.5%
CF vs USFD
+329.0%
+179.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +6.0% | -3.0% | +9.0% | +7.0% |
| 30D | +14.8% | +3.5% | +11.3% | +13.4% |
| 3M | +14.1% | +26.6% | -12.5% | +5.3% |
| 6M | +28.5% | +11.7% | +16.8% | +22.7% |
| YTD | +74.9% | +38.1% | +36.8% | +54.3% |
| 1Y | +61.7% | +33.4% | +28.3% | +44.0% |
| 3Y | +80.3% | +155.8% | -75.5% | +25.3% |
| 5Y | +226.0% | +214.0% | +11.9% | +101.6% |
| 10Y | +569.9% | +320.4% | +249.5% | +227.5% |
| All | +508.5% | +329.0% | +179.4% | +205.1% |
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