+222.5%
CP vs USFD
+321.9%
-99.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -3.0% | +0.3% | -2.0% |
| 30D | +0.2% | +3.5% | -3.4% | -0.8% |
| 3M | +2.6% | +26.6% | -24.0% | -3.6% |
| 6M | +6.0% | +11.7% | -5.7% | +2.6% |
| YTD | +24.9% | +38.1% | -13.2% | +14.3% |
| 1Y | +20.1% | +33.4% | -13.3% | +10.6% |
| 3Y | +16.4% | +155.8% | -139.4% | -9.3% |
| 5Y | +31.7% | +214.0% | -182.3% | -4.3% |
| All | +222.5% | +321.9% | -99.4% | +121.1% |
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