+10.9%
CMG vs USFD
+49.6%
-38.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.5% | -2.6% | +4.0% |
| 7D | +22.5% | +7.8% | +14.7% | +20.5% |
| 30D | +14.1% | +16.2% | -2.1% | +10.8% |
| 3M | +4.1% | +11.0% | -6.9% | +1.6% |
| 6M | +10.1% | +20.7% | -10.7% | +6.0% |
| YTD | -4.9% | +46.0% | -50.8% | -14.7% |
| 1Y | +10.9% | +49.8% | -38.9% | -1.8% |
| All | +10.9% | +49.6% | -38.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling