+72.5%
CME vs USFD
+208.7%
-136.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | +8.4% | -6.7% | +0.5% |
| 30D | +10.2% | +12.7% | -2.6% | +8.3% |
| 3M | +17.8% | +1.1% | +16.7% | +17.4% |
| 6M | +11.0% | +30.2% | -19.2% | +6.6% |
| YTD | +17.0% | +45.8% | -28.8% | +9.9% |
| 1Y | +15.8% | +51.9% | -36.1% | +8.0% |
| 3Y | +61.8% | +158.5% | -96.7% | +35.3% |
| 5Y | +72.5% | +208.0% | -135.6% | +35.9% |
| All | +72.5% | +208.7% | -136.3% | +35.9% |
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