+146.8%
CNP vs USFD
+340.6%
-193.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.9% |
| 7D | -5.3% | +3.9% | -9.2% | -6.5% |
| 30D | +3.7% | +10.7% | -7.0% | +0.6% |
| 3M | -1.1% | +6.3% | -7.4% | -3.1% |
| 6M | -7.1% | +16.2% | -23.4% | -11.4% |
| YTD | +6.0% | +41.9% | -35.8% | -4.8% |
| 1Y | +5.2% | +44.2% | -39.0% | -6.2% |
| 3Y | +57.5% | +159.8% | -102.3% | +17.2% |
| 5Y | +70.0% | +177.1% | -107.1% | +20.4% |
| 10Y | +137.8% | +376.2% | -238.4% | +37.9% |
| All | +146.8% | +340.6% | -193.9% | +43.6% |
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 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