+91.7%
CNC vs USFD
+306.5%
-214.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.3% |
| 7D | -4.9% | -7.0% | +2.1% | -3.5% |
| 30D | -3.8% | -10.3% | +6.5% | -1.7% |
| 3M | -3.2% | +9.2% | -12.4% | -5.3% |
| 6M | +47.9% | +7.4% | +40.5% | +44.7% |
| YTD | +55.7% | +29.4% | +26.3% | +45.4% |
| 1Y | +106.2% | +24.8% | +81.4% | +94.1% |
| 3Y | -2.1% | +150.0% | -152.1% | -21.6% |
| 5Y | +3.4% | +195.5% | -192.1% | -21.8% |
| 10Y | +91.7% | +315.7% | -224.1% | +26.2% |
| All | +91.7% | +306.5% | -214.9% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling