+150.9%
CI vs USFD
+375.5%
-224.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +6.4% | +12.3% | -5.9% | +3.4% |
| 3M | +10.7% | -0.7% | +11.4% | +10.7% |
| 6M | +5.5% | +31.3% | -25.8% | -1.6% |
| YTD | +11.4% | +45.7% | -34.3% | +0.5% |
| 1Y | +15.0% | +52.1% | -37.1% | +2.5% |
| 3Y | +9.0% | +158.2% | -149.3% | -16.0% |
| 5Y | +52.0% | +213.8% | -161.8% | +8.7% |
| 10Y | +150.9% | +367.0% | -216.1% | +55.7% |
| All | +150.9% | +375.5% | -224.6% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling