+158.5%
USFD vs CPB
-36.1%
+194.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +8.4% | +2.9% | +5.5% | +8.1% |
| 30D | +12.7% | +17.6% | -4.8% | +11.4% |
| 3M | +1.1% | +2.0% | -0.9% | +0.6% |
| 6M | +30.2% | +11.6% | +18.5% | +29.2% |
| YTD | +45.8% | -13.8% | +59.6% | +45.5% |
| 1Y | +51.9% | -21.6% | +73.5% | +51.9% |
| 3Y | +158.5% | -35.8% | +194.3% | +162.6% |
| All | +158.5% | -36.1% | +194.5% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling