+320.1%
CG vs USFD
+368.6%
-48.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.2% |
| 7D | +3.0% | +3.9% | -0.9% | +1.3% |
| 30D | +10.1% | +12.8% | -2.7% | +4.5% |
| 3M | -10.8% | +1.0% | -11.8% | -11.3% |
| 6M | -15.2% | +30.3% | -45.5% | -25.2% |
| YTD | -26.9% | +46.0% | -72.9% | -39.3% |
| 1Y | -17.0% | +49.6% | -66.7% | -32.0% |
| 3Y | +54.6% | +166.3% | -111.6% | -0.5% |
| 5Y | -16.7% | +208.4% | -225.1% | -49.8% |
| 10Y | +320.1% | +371.2% | -51.1% | +95.7% |
| All | +320.1% | +368.6% | -48.5% | +95.7% |
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