+143.3%
CNP vs USFD
+369.2%
-225.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -3.0% | +8.4% | -11.4% | -5.3% |
| 30D | +6.8% | +12.7% | -5.9% | +3.2% |
| 3M | +3.6% | +1.1% | +2.5% | +3.0% |
| 6M | 0.0% | +30.2% | -30.2% | -7.5% |
| YTD | +9.4% | +45.8% | -36.4% | -2.6% |
| 1Y | +6.8% | +51.9% | -45.1% | -6.1% |
| 3Y | +64.2% | +158.5% | -94.3% | +22.1% |
| 5Y | +76.0% | +208.0% | -132.0% | +20.6% |
| 10Y | +143.3% | +376.6% | -233.3% | +40.6% |
| All | +143.3% | +369.2% | -225.9% | +40.6% |
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