+219.8%
CFG vs USFD
+375.5%
-155.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +3.1% | +12.3% | -9.2% | -3.3% |
| 3M | -9.7% | -0.7% | -9.0% | -9.9% |
| 6M | +6.7% | +31.3% | -24.6% | -9.0% |
| YTD | +15.2% | +45.7% | -30.5% | -9.0% |
| 1Y | +28.8% | +52.1% | -23.4% | -0.8% |
| 3Y | +190.1% | +158.2% | +31.8% | +65.8% |
| 5Y | +63.4% | +213.8% | -150.4% | -18.4% |
| 10Y | +219.8% | +367.0% | -147.3% | +20.9% |
| All | +219.8% | +375.5% | -155.8% | +20.9% |
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