+354.1%
USFD vs CPB
-38.9%
+393.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | 0.0% |
| 7D | +1.7% | -1.6% | +3.2% | +1.8% |
| 30D | +10.2% | +19.2% | -9.1% | +9.0% |
| 3M | -1.5% | -0.9% | -0.5% | -1.6% |
| 6M | +27.3% | +15.2% | +12.1% | +26.2% |
| YTD | +44.0% | -13.1% | +57.1% | +44.4% |
| 1Y | +50.4% | -22.4% | +72.8% | +51.6% |
| 3Y | +153.6% | -35.3% | +188.9% | +157.0% |
| 5Y | +219.0% | -33.0% | +252.0% | +224.7% |
| All | +354.1% | -38.9% | +393.0% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling