+73.9%
CNP vs USFD
+188.3%
-114.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.2% | +3.0% | -7.1% | -4.8% |
| 30D | +5.5% | +11.1% | -5.5% | +3.4% |
| 3M | +0.6% | -0.3% | +0.9% | +0.4% |
| 6M | -2.8% | +15.9% | -18.7% | -5.8% |
| YTD | +7.9% | +41.6% | -33.8% | +0.2% |
| 1Y | +6.7% | +49.4% | -42.7% | -2.0% |
| 3Y | +61.1% | +157.8% | -96.7% | +30.7% |
| All | +73.9% | +188.3% | -114.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling