+65.0%
CNQ vs USFD
+22.2%
+42.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.6% |
| 7D | +0.1% | -8.4% | +8.5% | -0.9% |
| 30D | +6.2% | -14.1% | +20.3% | +4.3% |
| 3M | +12.4% | +4.5% | +7.9% | +13.3% |
| 6M | +9.0% | +4.4% | +4.6% | +10.6% |
| YTD | +52.2% | +26.6% | +25.6% | +55.6% |
| 1Y | +65.0% | +19.4% | +45.7% | +65.9% |
| All | +65.0% | +22.2% | +42.8% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling