+51.5%
CSGP vs USFD
+329.0%
-277.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -3.0% | -1.1% | -3.4% |
| 30D | +2.3% | +3.5% | -1.2% | +1.3% |
| 3M | -8.2% | +26.6% | -34.7% | -13.5% |
| 6M | -35.1% | +11.7% | -46.8% | -37.2% |
| YTD | -54.0% | +38.1% | -92.2% | -58.2% |
| 1Y | -65.3% | +33.4% | -98.7% | -68.2% |
| 3Y | -62.6% | +155.8% | -218.4% | -71.1% |
| 5Y | -64.8% | +214.0% | -278.9% | -74.5% |
| 10Y | +45.1% | +320.4% | -275.3% | -8.7% |
| All | +51.5% | +329.0% | -277.5% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling