+303.1%
CFG vs USFD
+340.6%
-37.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.7% |
| 7D | -2.2% | +3.9% | -6.1% | -4.3% |
| 30D | +0.4% | +10.7% | -10.3% | -5.1% |
| 3M | -12.6% | +6.3% | -18.9% | -16.1% |
| 6M | +0.6% | +16.2% | -15.6% | -8.4% |
| YTD | +12.4% | +41.9% | -29.4% | -9.7% |
| 1Y | +27.7% | +44.2% | -16.5% | +1.4% |
| 3Y | +172.4% | +159.8% | +12.6% | +56.0% |
| 5Y | +64.0% | +177.1% | -113.1% | -12.0% |
| 10Y | +252.8% | +376.2% | -123.3% | +35.0% |
| All | +303.1% | +340.6% | -37.6% | +57.4% |
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