-57.7%
CSGP vs USFD
+167.1%
-224.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.4% | +2.0% |
| 7D | +18.3% | +7.8% | +10.5% | +16.2% |
| 30D | +17.8% | +16.2% | +1.6% | +14.1% |
| 3M | +9.3% | +11.0% | -1.7% | +6.6% |
| 6M | -7.9% | +20.7% | -28.6% | -11.7% |
| YTD | -51.5% | +46.0% | -97.5% | -57.3% |
| 1Y | -53.3% | +49.8% | -103.1% | -59.3% |
| All | -57.7% | +167.1% | -224.8% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling