+208.1%
C vs USFD
+159.2%
+48.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | +3.0% | -5.3% | -3.3% |
| 30D | -6.0% | +11.1% | -17.0% | -9.1% |
| 3M | -10.5% | -0.3% | -10.3% | -10.7% |
| 6M | -5.7% | +15.9% | -21.6% | -11.2% |
| YTD | +4.1% | +41.6% | -37.5% | -13.0% |
| 1Y | +20.5% | +49.4% | -28.9% | -2.8% |
| 3Y | +208.1% | +157.8% | +50.3% | +94.4% |
| All | +208.1% | +159.2% | +48.9% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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