+213.8%
USFD vs CPB
-33.9%
+247.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -0.2% | -4.1% | +3.9% | +0.4% |
| 30D | +12.3% | +16.9% | -4.6% | +10.3% |
| 3M | -0.7% | -0.6% | -0.1% | -0.9% |
| 6M | +31.3% | +11.4% | +19.9% | +29.4% |
| YTD | +45.7% | -14.8% | +60.5% | +47.3% |
| 1Y | +52.1% | -24.8% | +76.9% | +56.0% |
| 3Y | +158.2% | -36.6% | +194.8% | +165.9% |
| 5Y | +213.8% | -33.3% | +247.1% | +206.3% |
| All | +213.8% | -33.9% | +247.6% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling