+186.4%
USFD vs CGNX
-25.4%
+211.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -1.7% |
| 7D | -8.4% | +3.2% | -11.5% | -9.0% |
| 30D | -14.1% | +6.0% | -20.1% | -15.4% |
| 3M | +4.5% | +3.5% | +1.0% | +2.5% |
| 6M | +4.4% | +26.3% | -21.9% | -3.6% |
| YTD | +26.6% | +79.2% | -52.7% | +6.3% |
| 1Y | +19.4% | +43.8% | -24.4% | +4.6% |
| 3Y | +144.6% | +52.0% | +92.6% | +101.0% |
| All | +186.4% | -25.4% | +211.8% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling