+368.7%
CME vs USFD
+340.6%
+28.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | +3.7% | +3.9% | -0.3% | +2.6% |
| 30D | +13.7% | +10.7% | +3.0% | +11.0% |
| 3M | +16.6% | +6.3% | +10.3% | +14.6% |
| 6M | +8.2% | +16.2% | -8.0% | +3.9% |
| YTD | +16.3% | +41.9% | -25.5% | +5.9% |
| 1Y | +19.1% | +44.2% | -25.1% | +7.9% |
| 3Y | +67.4% | +159.8% | -92.4% | +29.0% |
| 5Y | +71.0% | +177.1% | -106.1% | +26.3% |
| 10Y | +338.9% | +376.2% | -37.2% | +172.3% |
| All | +368.7% | +340.6% | +28.1% | +187.7% |
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