+7.0%
CI vs USFD
+156.3%
-149.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | +2.6% | +10.2% | -7.6% | +1.0% |
| 3M | +7.4% | -1.5% | +8.9% | +7.5% |
| 6M | -0.1% | +27.3% | -27.5% | -3.6% |
| YTD | +9.7% | +44.0% | -34.2% | +2.9% |
| 1Y | +12.1% | +50.4% | -38.2% | +4.2% |
| 3Y | +7.0% | +153.6% | -146.5% | -19.7% |
| All | +7.0% | +156.3% | -149.2% | -19.7% |
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 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