+65.2%
CSGP vs USFD
+369.7%
-304.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +1.3% | +3.0% | -1.7% | +0.5% |
| 30D | +10.7% | +11.1% | -0.4% | +8.0% |
| 3M | +3.3% | -0.3% | +3.6% | +3.3% |
| 6M | -10.3% | +15.9% | -26.2% | -13.8% |
| YTD | -54.6% | +41.6% | -96.2% | -59.0% |
| 1Y | -54.6% | +49.4% | -104.0% | -59.7% |
| 3Y | -60.3% | +157.8% | -218.2% | -69.5% |
| 5Y | -63.3% | +176.6% | -239.9% | -72.6% |
| All | +65.2% | +369.7% | -304.5% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling