+49.8%
USFD vs CGNX
+31.4%
+18.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -8.7% | +17.1% | +9.6% |
| 7D | +7.8% | -9.2% | +17.0% | +9.0% |
| 30D | +16.2% | -17.6% | +33.7% | +19.3% |
| 3M | +11.0% | -25.7% | +36.7% | +15.9% |
| 6M | +20.7% | -5.5% | +26.2% | +16.4% |
| YTD | +46.0% | +48.1% | -2.1% | +20.4% |
| 1Y | +49.8% | +33.5% | +16.3% | +29.7% |
| All | +49.8% | +31.4% | +18.3% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling