-70.0%
CPNG vs USFD
+145.8%
-215.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +2.3% |
| 7D | -7.6% | -7.0% | -0.6% | -4.4% |
| 30D | -8.8% | -10.3% | +1.5% | -4.1% |
| 3M | -7.2% | +9.2% | -16.4% | -11.9% |
| 6M | -21.5% | +7.4% | -28.9% | -25.3% |
| YTD | -37.4% | +29.4% | -66.8% | -47.1% |
| 1Y | -54.3% | +24.8% | -79.2% | -60.7% |
| 3Y | -20.3% | +150.0% | -170.3% | -56.3% |
| 5Y | -51.2% | +195.5% | -246.7% | -75.5% |
| All | -70.0% | +145.8% | -215.9% | -84.4% |
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