+289.7%
CG vs USFD
+339.9%
-50.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | +3.0% | -4.1% | -2.5% |
| 30D | +5.0% | +11.1% | -6.0% | +0.3% |
| 3M | -18.2% | -0.3% | -17.9% | -18.3% |
| 6M | -20.7% | +15.9% | -36.6% | -26.4% |
| YTD | -31.4% | +41.6% | -73.0% | -42.3% |
| 1Y | -22.3% | +49.4% | -71.6% | -36.3% |
| 3Y | +50.2% | +157.8% | -107.7% | -1.9% |
| 5Y | -22.1% | +176.6% | -198.7% | -51.0% |
| 10Y | +295.5% | +375.4% | -79.8% | +76.6% |
| All | +289.7% | +339.9% | -50.1% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling