+317.7%
USFD vs CPB
-49.8%
+367.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -3.0% | -8.6% | +5.6% | -2.5% |
| 30D | +3.5% | -7.2% | +10.8% | +3.9% |
| 3M | +26.6% | +0.9% | +25.7% | +26.5% |
| 6M | +11.7% | -11.8% | +23.5% | +12.3% |
| YTD | +38.1% | -19.4% | +57.5% | +39.4% |
| 1Y | +33.4% | -30.4% | +63.8% | +35.6% |
| 3Y | +155.8% | -40.2% | +196.0% | +161.2% |
| 5Y | +214.0% | -39.5% | +253.5% | +221.8% |
| 10Y | +320.4% | -47.4% | +367.7% | +324.5% |
| All | +317.7% | -49.8% | +367.5% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling