+1,188.7%
CIEN vs USFD
+368.6%
+820.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.8% |
| 7D | -5.3% | +3.9% | -9.2% | -6.4% |
| 30D | -40.1% | +12.8% | -53.0% | -42.3% |
| 3M | -34.7% | +1.0% | -35.7% | -35.2% |
| 6M | -50.9% | +30.3% | -81.1% | -54.9% |
| YTD | +15.2% | +46.0% | -30.8% | +1.8% |
| 1Y | +35.2% | +49.6% | -14.5% | +18.8% |
| 3Y | +522.6% | +166.3% | +356.3% | +370.6% |
| 5Y | +344.2% | +208.4% | +135.8% | +220.1% |
| 10Y | +1,188.7% | +371.2% | +817.4% | +612.6% |
| All | +1,188.7% | +368.6% | +820.0% | +612.6% |
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