+415.5%
CNQ vs USFD
+307.1%
+108.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.2% |
| 7D | +0.1% | -8.4% | +8.5% | +3.7% |
| 30D | +6.2% | -14.1% | +20.3% | +12.9% |
| 3M | +12.4% | +4.5% | +7.9% | +9.5% |
| 6M | +9.0% | +4.4% | +4.6% | +5.4% |
| YTD | +52.2% | +26.6% | +25.6% | +34.0% |
| 1Y | +65.0% | +19.4% | +45.7% | +48.2% |
| 3Y | +78.8% | +144.6% | -65.7% | +14.0% |
| 5Y | +286.0% | +194.5% | +91.4% | +114.4% |
| All | +415.5% | +307.1% | +108.4% | +155.0% |
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 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