-2.5%
CPNG vs USFD
+159.2%
-161.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +13.4% | +3.0% | +10.4% | +12.5% |
| 30D | +10.0% | +11.1% | -1.1% | +7.4% |
| 3M | -0.4% | -0.3% | -0.1% | -0.5% |
| 6M | -8.9% | +15.9% | -24.8% | -12.3% |
| YTD | -30.9% | +41.6% | -72.6% | -38.2% |
| 1Y | -43.8% | +49.4% | -93.2% | -50.7% |
| 3Y | -2.5% | +157.8% | -160.3% | -29.4% |
| All | -2.5% | +159.2% | -161.7% | -29.4% |
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 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