-5.0%
CMG vs USFD
+162.9%
-167.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.5% | -3.3% | +1.9% | -0.4% |
| 30D | +12.7% | -5.3% | +18.0% | +14.6% |
| 3M | +26.3% | +18.8% | +7.5% | +18.9% |
| 6M | +4.5% | +14.3% | -9.8% | -0.7% |
| YTD | -0.1% | +36.9% | -37.0% | -13.3% |
| 1Y | -6.8% | +31.7% | -38.5% | -17.7% |
| 3Y | -5.0% | +164.5% | -169.5% | -33.6% |
| All | -5.0% | +162.9% | -167.9% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling