+250.9%
CP vs USFD
+369.7%
-118.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +2.8% | +3.0% | -0.2% | +2.0% |
| 30D | +10.2% | +11.1% | -0.8% | +7.3% |
| 3M | +2.4% | -0.3% | +2.6% | +2.2% |
| 6M | +7.7% | +15.9% | -8.2% | +3.3% |
| YTD | +26.0% | +41.6% | -15.6% | +14.4% |
| 1Y | +34.6% | +49.4% | -14.8% | +20.4% |
| 3Y | +26.7% | +157.8% | -131.2% | -1.5% |
| 5Y | +24.9% | +176.6% | -151.7% | -6.5% |
| All | +250.9% | +369.7% | -118.8% | +149.2% |
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