+237.0%
CFG vs USFD
+368.6%
-131.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.1% | +1.3% |
| 7D | +0.3% | +3.9% | -3.7% | -1.9% |
| 30D | +3.2% | +12.8% | -9.6% | -3.4% |
| 3M | -9.7% | +1.0% | -10.7% | -10.7% |
| 6M | +3.6% | +30.3% | -26.6% | -11.2% |
| YTD | +14.7% | +46.0% | -31.3% | -9.4% |
| 1Y | +29.6% | +49.6% | -20.0% | +0.7% |
| 3Y | +190.6% | +166.3% | +24.3% | +63.4% |
| 5Y | +67.1% | +208.4% | -141.3% | -15.8% |
| 10Y | +237.0% | +371.2% | -134.2% | +30.7% |
| All | +237.0% | +368.6% | -131.6% | +30.7% |
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