-10.7%
CMG vs USFD
+34.2%
-45.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | +7.1% | +3.5% | +3.6% | +6.5% |
| 3M | +31.2% | +26.6% | +4.6% | +26.9% |
| 6M | +0.7% | +11.7% | -11.0% | -1.5% |
| YTD | -0.1% | +38.1% | -38.2% | -9.0% |
| 1Y | -10.7% | +33.4% | -44.1% | -18.3% |
| All | -10.7% | +34.2% | -45.0% | -18.3% |
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