+77.2%
CNQ vs USFD
+143.8%
-66.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.8% | -8.4% | +7.6% | +0.3% |
| 30D | +5.3% | -14.1% | +19.3% | +7.3% |
| 3M | +11.4% | +4.5% | +6.9% | +10.3% |
| 6M | +8.1% | +4.4% | +3.7% | +6.9% |
| YTD | +50.9% | +26.6% | +24.3% | +41.1% |
| 1Y | +63.6% | +19.4% | +44.2% | +55.6% |
| 3Y | +77.2% | +144.6% | -67.3% | +36.5% |
| All | +77.2% | +143.8% | -66.5% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling