+130.1%
CNC vs USFD
+353.0%
-222.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.0% | +8.4% | -4.4% | +2.4% |
| 30D | +7.4% | +12.7% | -5.4% | +4.8% |
| 3M | +5.4% | +1.1% | +4.3% | +5.1% |
| 6M | +25.4% | +30.2% | -4.7% | +18.3% |
| YTD | +70.6% | +45.8% | +24.7% | +55.4% |
| 1Y | +104.9% | +51.9% | +53.0% | +85.0% |
| 3Y | -2.3% | +158.5% | -160.8% | -22.3% |
| 5Y | -6.5% | +208.0% | -214.5% | -29.8% |
| 10Y | +153.3% | +376.6% | -223.3% | +60.8% |
| All | +130.1% | +353.0% | -222.9% | +50.1% |
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