+451.2%
CNQ vs USFD
+301.9%
+149.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +3.1% |
| 7D | -0.9% | -7.0% | +6.1% | +2.0% |
| 30D | +8.7% | -10.3% | +19.0% | +13.5% |
| 3M | +15.8% | +9.2% | +6.6% | +10.9% |
| 6M | +13.3% | +7.4% | +5.9% | +8.2% |
| YTD | +54.7% | +29.4% | +25.3% | +35.0% |
| 1Y | +69.5% | +24.8% | +44.7% | +49.4% |
| 3Y | +77.3% | +150.0% | -72.7% | +12.3% |
| 5Y | +290.3% | +195.5% | +94.9% | +117.4% |
| 10Y | +429.3% | +315.7% | +113.5% | +150.0% |
| All | +451.2% | +301.9% | +149.3% | +164.6% |
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