The answer is more complicated than you might imagine, although West Coasters in the US think of cheddar cheese as yellow and East Coasters swear the white stuff is more authentic (what do they know)! It turns out that, traditionally, cheddar was a pale to mid-yellow color due to the b-carotene in the grass dairy cows grazed on. As they digested the grass the orangey/yellow pigment found its way into the cow’s milk fat. As dairy production has moved away from pastures and into feed lots, “natural” cheddar cheese now comes out white to very pale yellow. To make up the color difference producers have turned to flower extracts, carrot juice, and saffron with varying degrees of consistency. Today they have pretty much settled on the cheap and abundant food color annatto, an extract of seeds of the achiote tree (Bixa orellana).
Today I Found Out Article:
YouTube TL;DR version:
Bonus Scientific Article – Review Annatto usage in cheese:
Kang-et-al-Review-2010