-17.2%
CG vs USFD
+208.2%
-225.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +2.0% | +8.4% | -6.4% | -3.0% |
| 30D | +8.5% | +12.7% | -4.2% | +0.6% |
| 3M | -12.1% | +1.1% | -13.3% | -13.0% |
| 6M | -16.4% | +30.2% | -46.6% | -30.8% |
| YTD | -28.0% | +45.8% | -73.8% | -46.2% |
| 1Y | -18.9% | +51.9% | -70.8% | -41.5% |
| 3Y | +51.2% | +158.5% | -107.2% | -25.0% |
| All | -17.2% | +208.2% | -225.5% | -64.9% |
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 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