+1,460.5%
CIEN vs USFD
+306.5%
+1,153.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +0.5% |
| 7D | -4.6% | -7.0% | +2.4% | -2.7% |
| 30D | -12.8% | -10.3% | -2.5% | -10.2% |
| 3M | -23.1% | +9.2% | -32.3% | -25.4% |
| 6M | +6.1% | +7.4% | -1.3% | +3.0% |
| YTD | +44.5% | +29.4% | +15.1% | +32.6% |
| 1Y | +176.6% | +24.8% | +151.8% | +156.1% |
| 3Y | +601.0% | +150.0% | +451.0% | +441.0% |
| 5Y | +509.1% | +195.5% | +313.6% | +346.7% |
| 10Y | +1,460.5% | +315.7% | +1,144.7% | +763.1% |
| All | +1,460.5% | +306.5% | +1,153.9% | +763.1% |
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