+6.8%
CI vs USFD
+156.9%
-150.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.7% |
| 30D | +4.4% | +3.5% | +0.9% | +3.9% |
| 3M | +0.7% | +26.6% | -25.9% | -2.6% |
| 6M | +0.3% | +11.7% | -11.4% | -1.4% |
| YTD | +3.8% | +38.1% | -34.3% | -1.9% |
| 1Y | -5.5% | +33.4% | -38.9% | -10.2% |
| All | +6.8% | +156.9% | -150.1% | -13.1% |
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