-61.3%
CSGP vs USFD
+200.1%
-261.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.4% | +1.0% |
| 7D | +18.3% | +7.8% | +10.5% | +15.1% |
| 30D | +17.8% | +16.2% | +1.6% | +11.9% |
| 3M | +9.3% | +11.0% | -1.7% | +5.1% |
| 6M | -7.9% | +20.7% | -28.6% | -14.3% |
| YTD | -51.5% | +46.0% | -97.5% | -59.2% |
| 1Y | -53.3% | +49.8% | -103.1% | -61.2% |
| 3Y | -57.9% | +167.3% | -225.2% | -73.3% |
| 5Y | -61.3% | +197.2% | -258.5% | -76.9% |
| All | -61.3% | +200.1% | -261.4% | -76.9% |
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