-69.2%
CPNG vs USFD
+173.6%
-242.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -6.8% | +1.7% | -8.4% | -7.5% |
| 30D | +5.5% | +10.2% | -4.7% | +0.7% |
| 3M | -6.8% | -1.5% | -5.3% | -6.3% |
| 6M | -4.8% | +27.3% | -32.2% | -16.4% |
| YTD | -35.6% | +44.0% | -79.6% | -48.3% |
| 1Y | -46.8% | +50.4% | -97.1% | -58.3% |
| 3Y | -0.8% | +153.6% | -154.3% | -45.0% |
| 5Y | -42.9% | +219.0% | -261.8% | -72.8% |
| All | -69.2% | +173.6% | -242.7% | -84.8% |
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