+134.8%
CNP vs USFD
+369.7%
-234.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.2% | +3.0% | -7.1% | -5.2% |
| 30D | +5.5% | +11.1% | -5.5% | +2.3% |
| 3M | +0.6% | -0.3% | +0.9% | +0.3% |
| 6M | -2.8% | +15.9% | -18.7% | -7.3% |
| YTD | +7.9% | +41.6% | -33.8% | -3.2% |
| 1Y | +6.7% | +49.4% | -42.7% | -5.9% |
| 3Y | +61.1% | +157.8% | -96.7% | +19.8% |
| 5Y | +73.0% | +176.6% | -103.7% | +22.3% |
| All | +134.8% | +369.7% | -234.9% | +36.2% |
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