+378.7%
CIEN vs USFD
+208.8%
+170.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +27.4% | +1.3% | +26.1% | +26.8% |
| 30D | -26.6% | +10.6% | -37.1% | -30.3% |
| 3M | -32.0% | -2.4% | -29.5% | -31.7% |
| 6M | -49.1% | +28.9% | -78.0% | -55.8% |
| YTD | +25.7% | +43.7% | -18.0% | +1.5% |
| 1Y | +40.3% | +48.5% | -8.2% | +11.5% |
| 3Y | +566.2% | +154.7% | +411.5% | +303.2% |
| 5Y | +378.7% | +218.4% | +160.4% | +165.0% |
| All | +378.7% | +208.8% | +170.0% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling