+295.3%
CMG vs USFD
+353.4%
-58.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.8% |
| 7D | +8.6% | +3.9% | +4.7% | +7.2% |
| 30D | +13.1% | +12.8% | +0.3% | +8.9% |
| 3M | +9.0% | +1.0% | +8.0% | +8.5% |
| 6M | +10.0% | +30.3% | -20.3% | +0.9% |
| YTD | -3.4% | +46.0% | -49.4% | -15.4% |
| 1Y | +16.8% | +49.6% | -32.8% | +1.5% |
| 3Y | -14.7% | +166.3% | -181.0% | -38.4% |
| 5Y | -1.5% | +208.4% | -209.9% | -32.9% |
| 10Y | +383.6% | +371.2% | +12.4% | +158.7% |
| All | +295.3% | +353.4% | -58.0% | +108.9% |
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