+259.0%
CP vs USFD
+365.4%
-106.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +9.6% | +12.3% | -2.7% | +6.4% |
| 3M | +2.2% | -0.7% | +2.9% | +2.2% |
| 6M | +11.1% | +31.3% | -20.2% | +3.3% |
| YTD | +28.2% | +45.7% | -17.5% | +15.5% |
| 1Y | +32.2% | +52.1% | -20.0% | +17.7% |
| 3Y | +35.5% | +158.2% | -122.7% | +5.3% |
| 5Y | +26.8% | +213.8% | -187.0% | -7.8% |
| All | +259.0% | +365.4% | -106.4% | +145.1% |
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