+142.0%
CNP vs USFD
+359.9%
-218.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.3% | +1.7% | -0.4% | +0.8% |
| 30D | +3.8% | +10.2% | -6.4% | +0.9% |
| 3M | +2.4% | -1.5% | +3.9% | +2.4% |
| 6M | -1.2% | +27.3% | -28.5% | -8.1% |
| YTD | +9.3% | +44.0% | -34.7% | -2.4% |
| 1Y | +6.4% | +50.4% | -43.9% | -6.2% |
| 3Y | +66.4% | +153.6% | -87.2% | +24.4% |
| 5Y | +75.7% | +219.0% | -143.3% | +19.0% |
| All | +142.0% | +359.9% | -218.0% | +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