+297.3%
CMG vs USFD
+353.0%
-55.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.0% | +8.4% | -0.4% | +5.3% |
| 30D | +13.7% | +12.7% | +1.0% | +9.5% |
| 3M | +11.8% | +1.1% | +10.6% | +11.2% |
| 6M | +10.6% | +30.2% | -19.6% | +1.5% |
| YTD | -2.9% | +45.8% | -48.8% | -14.9% |
| 1Y | +17.8% | +51.9% | -34.1% | +1.9% |
| 3Y | -15.3% | +158.5% | -173.8% | -38.2% |
| 5Y | -0.9% | +208.0% | -208.9% | -32.5% |
| 10Y | +358.4% | +376.6% | -18.2% | +145.0% |
| All | +297.3% | +353.0% | -55.7% | +110.0% |
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