+186.8%
CIEN vs USFD
+32.2%
+154.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.4% |
| 7D | -5.3% | -3.3% | -1.9% | -5.0% |
| 30D | -17.2% | -5.3% | -11.9% | -16.8% |
| 3M | -26.9% | +18.8% | -45.6% | -29.9% |
| 6M | +16.0% | +14.3% | +1.7% | +12.7% |
| YTD | +45.9% | +36.9% | +9.1% | +30.1% |
| 1Y | +186.8% | +31.7% | +155.1% | +145.9% |
| All | +186.8% | +32.2% | +154.6% | +145.9% |
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 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