+328.9%
USFD vs CPB
-45.0%
+373.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | +3.9% | +11.6% | -7.7% | +3.2% |
| 30D | +10.7% | +23.3% | -12.6% | +9.2% |
| 3M | +6.3% | +1.6% | +4.7% | +6.0% |
| 6M | +16.2% | +13.9% | +2.3% | +15.2% |
| YTD | +41.9% | -11.7% | +53.5% | +42.2% |
| 1Y | +44.2% | -18.2% | +62.4% | +45.1% |
| 3Y | +159.8% | -35.2% | +195.0% | +163.7% |
| 5Y | +177.1% | -30.5% | +207.6% | +181.8% |
| 10Y | +376.2% | -37.1% | +413.3% | +374.8% |
| All | +328.9% | -45.0% | +373.9% | +327.3% |
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 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