-14.1%
CG vs USFD
+49.6%
-63.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.5% | -3.9% | +2.7% |
| 7D | +9.4% | +7.8% | +1.6% | +7.6% |
| 30D | +8.7% | +16.2% | -7.4% | +5.5% |
| 3M | -15.0% | +11.0% | -26.0% | -16.9% |
| 6M | -13.2% | +20.7% | -33.9% | -16.8% |
| YTD | -26.2% | +46.0% | -72.1% | -31.8% |
| 1Y | -14.1% | +49.8% | -63.9% | -20.9% |
| All | -14.1% | +49.6% | -63.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling