-52.8%
CPNG vs USFD
+214.9%
-267.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -6.3% | -3.3% | -2.9% | -4.6% |
| 30D | -8.7% | -5.3% | -3.4% | -6.1% |
| 3M | -2.4% | +18.8% | -21.2% | -11.7% |
| 6M | -22.3% | +14.3% | -36.6% | -28.8% |
| YTD | -37.2% | +36.9% | -74.1% | -49.3% |
| 1Y | -53.0% | +31.7% | -84.7% | -61.3% |
| 3Y | -20.0% | +164.5% | -184.5% | -61.0% |
| 5Y | -52.8% | +212.6% | -265.3% | -79.3% |
| All | -52.8% | +214.9% | -267.6% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling