+328.9%
CME vs USFD
+369.7%
-40.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.9% | +3.0% | -2.0% | +0.1% |
| 30D | +13.2% | +11.1% | +2.1% | +10.3% |
| 3M | +16.3% | -0.3% | +16.6% | +16.1% |
| 6M | +7.1% | +15.9% | -8.7% | +2.9% |
| YTD | +15.8% | +41.6% | -25.8% | +5.4% |
| 1Y | +17.1% | +49.4% | -32.3% | +5.0% |
| 3Y | +63.2% | +157.8% | -94.7% | +25.5% |
| 5Y | +70.2% | +176.6% | -106.4% | +25.2% |
| All | +328.9% | +369.7% | -40.8% | +161.5% |
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