+30.4%
CIEN vs USFD
+49.6%
-19.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -9.3% | +8.4% | -17.7% | -9.4% |
| 30D | -39.5% | +12.7% | -52.3% | -40.3% |
| 3M | -29.8% | +1.1% | -30.9% | -29.5% |
| 6M | -50.4% | +30.2% | -80.5% | -53.9% |
| YTD | +16.3% | +45.8% | -29.5% | -8.3% |
| 1Y | +30.4% | +51.9% | -21.6% | -1.6% |
| All | +30.4% | +49.6% | -19.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling