+298.6%
CP vs USFD
+340.6%
-42.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | +6.1% | +3.9% | +2.2% | +5.0% |
| 30D | +9.8% | +10.7% | -0.9% | +6.9% |
| 3M | +2.7% | +6.3% | -3.6% | +0.9% |
| 6M | +12.8% | +16.2% | -3.5% | +8.1% |
| YTD | +28.2% | +41.9% | -13.7% | +16.3% |
| 1Y | +34.1% | +44.2% | -10.1% | +21.1% |
| 3Y | +28.9% | +159.8% | -130.9% | 0.0% |
| 5Y | +27.1% | +177.1% | -150.0% | -4.9% |
| 10Y | +264.8% | +376.2% | -111.4% | +132.3% |
| All | +298.6% | +340.6% | -42.0% | +160.0% |
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 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