-69.0%
CPNG vs USFD
+162.5%
-231.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -7.4% | -3.0% | -4.4% | -6.1% |
| 30D | -4.4% | +3.5% | -8.0% | -6.1% |
| 3M | -7.5% | +26.6% | -34.1% | -18.3% |
| 6M | -19.9% | +11.7% | -31.7% | -25.1% |
| YTD | -35.2% | +38.1% | -73.3% | -46.8% |
| 1Y | -46.8% | +33.4% | -80.2% | -55.6% |
| 3Y | -20.2% | +155.8% | -176.0% | -56.3% |
| 5Y | -48.4% | +214.0% | -262.5% | -74.9% |
| All | -69.0% | +162.5% | -231.4% | -84.3% |
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 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