-61.5%
CSGP vs USFD
+184.3%
-245.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | +13.9% | +3.9% | +10.0% | +12.3% |
| 30D | +16.0% | +10.7% | +5.3% | +12.1% |
| 3M | +6.1% | +6.3% | -0.2% | +3.6% |
| 6M | -8.2% | +16.2% | -24.4% | -13.4% |
| YTD | -52.3% | +41.9% | -94.2% | -59.5% |
| 1Y | -54.5% | +44.2% | -98.7% | -61.6% |
| 3Y | -58.6% | +159.8% | -218.4% | -73.6% |
| 5Y | -61.5% | +177.1% | -238.6% | -77.1% |
| All | -61.5% | +184.3% | -245.8% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling