+73.3%
CSGP vs USFD
+370.5%
-297.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.9% |
| 7D | +13.9% | +3.9% | +10.0% | +12.8% |
| 30D | +16.0% | +10.7% | +5.3% | +13.3% |
| 3M | +6.1% | +6.3% | -0.2% | +4.4% |
| 6M | -8.2% | +16.2% | -24.4% | -11.8% |
| YTD | -52.3% | +41.9% | -94.2% | -57.0% |
| 1Y | -54.5% | +44.2% | -98.7% | -59.1% |
| 3Y | -58.6% | +159.8% | -218.4% | -68.2% |
| 5Y | -61.5% | +177.1% | -238.6% | -71.3% |
| All | +73.3% | +370.5% | -297.2% | +2.1% |
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