-66.9%
CPNG vs USFD
+169.1%
-236.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +13.4% | +3.0% | +10.4% | +11.9% |
| 30D | +10.0% | +11.1% | -1.1% | +4.6% |
| 3M | -0.4% | -0.3% | -0.1% | -0.5% |
| 6M | -8.9% | +15.9% | -24.8% | -16.2% |
| YTD | -30.9% | +41.6% | -72.6% | -44.1% |
| 1Y | -43.8% | +49.4% | -93.2% | -56.0% |
| 3Y | -2.5% | +157.8% | -160.3% | -46.6% |
| 5Y | -45.6% | +176.6% | -222.2% | -73.5% |
| All | -66.9% | +169.1% | -236.0% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling