+19.4%
USFD vs CGNX
+45.2%
-25.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -1.4% |
| 7D | -8.4% | +3.2% | -11.5% | -8.8% |
| 30D | -14.1% | +6.0% | -20.1% | -15.0% |
| 3M | +4.5% | +3.5% | +1.0% | +2.7% |
| 6M | +4.4% | +26.3% | -21.9% | -3.4% |
| YTD | +26.6% | +79.2% | -52.7% | +9.0% |
| 1Y | +19.4% | +43.8% | -24.4% | +2.7% |
| All | +19.4% | +45.2% | -25.8% | +2.7% |
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