+145.0%
CI vs USFD
+321.9%
-176.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +1.3% | -3.0% | +4.3% | +2.1% |
| 30D | +4.4% | +3.5% | +0.9% | +3.5% |
| 3M | +0.7% | +26.6% | -25.9% | -5.1% |
| 6M | +0.3% | +11.7% | -11.4% | -2.7% |
| YTD | +3.8% | +38.1% | -34.3% | -5.0% |
| 1Y | -5.5% | +33.4% | -38.9% | -12.8% |
| 3Y | +8.1% | +155.8% | -147.7% | -16.5% |
| 5Y | +42.8% | +214.0% | -171.2% | +2.0% |
| All | +145.0% | +321.9% | -176.9% | +48.4% |
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 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