+274.8%
CG vs USFD
+359.9%
-85.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +0.2% | +1.7% | -1.5% | -0.5% |
| 30D | +11.2% | +10.2% | +1.0% | +6.6% |
| 3M | -22.1% | -1.5% | -20.6% | -21.7% |
| 6M | -17.9% | +27.3% | -45.3% | -26.9% |
| YTD | -31.3% | +44.0% | -75.3% | -42.6% |
| 1Y | -24.0% | +50.4% | -74.3% | -37.8% |
| 3Y | +45.0% | +153.6% | -108.6% | -4.7% |
| 5Y | -22.6% | +219.0% | -241.6% | -53.8% |
| All | +274.8% | +359.9% | -85.1% | +74.4% |
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 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