-20.0%
CPNG vs USFD
+162.9%
-183.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -6.3% | -3.3% | -2.9% | -5.6% |
| 30D | -8.7% | -5.3% | -3.4% | -7.7% |
| 3M | -2.4% | +18.8% | -21.2% | -6.4% |
| 6M | -22.3% | +14.3% | -36.6% | -25.0% |
| YTD | -37.2% | +36.9% | -74.1% | -43.1% |
| 1Y | -53.0% | +31.7% | -84.7% | -56.9% |
| 3Y | -20.0% | +164.5% | -184.5% | -39.1% |
| All | -20.0% | +162.9% | -183.0% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling