+144.9%
CNP vs USFD
+329.0%
-184.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | -3.0% | +4.1% | +1.9% |
| 30D | -1.8% | +3.5% | -5.4% | -2.9% |
| 3M | -4.6% | +26.6% | -31.2% | -10.8% |
| 6M | -8.8% | +11.7% | -20.5% | -12.0% |
| YTD | +5.2% | +38.1% | -32.9% | -4.6% |
| 1Y | +8.3% | +33.4% | -25.1% | -1.1% |
| 3Y | +54.9% | +155.8% | -100.9% | +15.8% |
| 5Y | +73.5% | +214.0% | -140.5% | +18.2% |
| 10Y | +139.1% | +320.4% | -181.2% | +40.7% |
| All | +144.9% | +329.0% | -184.1% | +44.0% |
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