+1,261.7%
CIEN vs USFD
+375.5%
+886.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +8.7% | -0.2% | +8.9% | +9.0% |
| 30D | -26.9% | +12.3% | -39.2% | -29.5% |
| 3M | -23.6% | -0.7% | -22.9% | -23.8% |
| 6M | -49.1% | +31.3% | -80.4% | -53.4% |
| YTD | +26.6% | +45.7% | -19.1% | +12.0% |
| 1Y | +42.7% | +52.1% | -9.4% | +24.9% |
| 3Y | +570.8% | +158.2% | +412.6% | +411.0% |
| 5Y | +386.4% | +213.8% | +172.7% | +249.4% |
| 10Y | +1,261.7% | +367.0% | +894.7% | +662.1% |
| All | +1,261.7% | +375.5% | +886.2% | +662.1% |
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 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