+54.5%
CI vs USFD
+184.3%
-129.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.8% |
| 7D | +1.0% | +3.9% | -2.9% | +0.3% |
| 30D | +9.9% | +10.7% | -0.8% | +7.8% |
| 3M | +12.1% | +6.3% | +5.7% | +10.7% |
| 6M | +10.6% | +16.2% | -5.6% | +7.3% |
| YTD | +11.4% | +41.9% | -30.5% | +3.4% |
| 1Y | +18.8% | +44.2% | -25.4% | +9.8% |
| 3Y | +2.9% | +159.8% | -156.9% | -16.7% |
| 5Y | +54.5% | +177.1% | -122.6% | +22.9% |
| All | +54.5% | +184.3% | -129.7% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling