+119.8%
CNC vs USFD
+329.0%
-209.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +3.5% | -3.0% | +6.5% | +4.2% |
| 30D | +0.1% | +3.5% | -3.5% | -0.8% |
| 3M | +6.9% | +26.6% | -19.6% | +1.5% |
| 6M | +49.0% | +11.7% | +37.3% | +44.8% |
| YTD | +62.9% | +38.1% | +24.8% | +50.1% |
| 1Y | +134.0% | +33.4% | +100.6% | +117.3% |
| 3Y | +9.4% | +155.8% | -146.4% | -12.9% |
| 5Y | +4.1% | +214.0% | -209.9% | -22.2% |
| 10Y | +95.4% | +320.4% | -225.0% | +28.1% |
| All | +119.8% | +329.0% | -209.2% | +45.1% |
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