-66.8%
CPNG vs USFD
+177.1%
-244.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +7.2% | +8.4% | -1.2% | +3.4% |
| 30D | +3.2% | +12.7% | -9.5% | -2.6% |
| 3M | +0.9% | +1.1% | -0.3% | +0.1% |
| 6M | -3.8% | +30.2% | -34.0% | -16.4% |
| YTD | -30.8% | +45.8% | -76.6% | -44.8% |
| 1Y | -43.5% | +51.9% | -95.5% | -56.0% |
| 3Y | +6.6% | +158.5% | -151.9% | -41.6% |
| 5Y | -45.3% | +208.0% | -253.4% | -74.0% |
| All | -66.8% | +177.1% | -244.0% | -83.7% |
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