+50.2%
CG vs USFD
+159.2%
-109.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | +3.0% | -4.1% | -2.8% |
| 30D | +5.0% | +11.1% | -6.0% | -0.7% |
| 3M | -18.2% | -0.3% | -17.9% | -18.3% |
| 6M | -20.7% | +15.9% | -36.6% | -28.0% |
| YTD | -31.4% | +41.6% | -73.0% | -47.1% |
| 1Y | -22.3% | +49.4% | -71.6% | -42.8% |
| 3Y | +50.2% | +157.8% | -107.7% | -10.7% |
| All | +50.2% | +159.2% | -109.1% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling