+11.8%
CG vs USFD
+215.8%
-204.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -4.3% | -3.0% | -1.3% | -2.6% |
| 30D | -5.1% | +3.5% | -8.6% | -7.5% |
| 3M | +8.7% | +26.6% | -17.9% | -7.7% |
| 6M | -9.2% | +11.7% | -20.9% | -16.8% |
| YTD | -18.9% | +38.1% | -57.0% | -36.6% |
| 1Y | -25.6% | +33.4% | -59.0% | -40.8% |
| 3Y | +57.3% | +155.8% | -98.5% | -19.4% |
| All | +11.8% | +215.8% | -204.1% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling