+33.0%
CP vs USFD
+49.6%
-16.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.8% | +8.4% | -5.6% | +1.3% |
| 30D | +11.0% | +12.7% | -1.7% | +8.8% |
| 3M | +3.8% | +1.1% | +2.7% | +3.3% |
| 6M | +9.5% | +30.2% | -20.7% | +4.8% |
| YTD | +28.2% | +45.8% | -17.6% | +21.0% |
| 1Y | +33.0% | +51.9% | -19.0% | +25.0% |
| All | +33.0% | +49.6% | -16.6% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling