+308.8%
CMG vs USFD
+329.0%
-20.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -2.8% | -3.0% | +0.2% | -1.9% |
| 30D | +7.1% | +3.5% | +3.6% | +5.8% |
| 3M | +31.2% | +26.6% | +4.6% | +21.6% |
| 6M | +0.7% | +11.7% | -11.0% | -3.2% |
| YTD | -0.1% | +38.1% | -38.2% | -10.9% |
| 1Y | -10.7% | +33.4% | -44.1% | -19.6% |
| 3Y | -4.7% | +155.8% | -160.5% | -30.3% |
| 5Y | -3.8% | +214.0% | -217.8% | -34.8% |
| 10Y | +352.5% | +320.4% | +32.1% | +144.6% |
| All | +308.8% | +329.0% | -20.2% | +119.9% |
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 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