+1,803.9%
CIEN vs USFD
+329.0%
+1,474.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -15.2% | -3.0% | -12.2% | -14.5% |
| 30D | -21.5% | +3.5% | -25.0% | -22.3% |
| 3M | -40.1% | +26.6% | -66.6% | -44.3% |
| 6M | -6.6% | +11.7% | -18.3% | -10.1% |
| YTD | +37.3% | +38.1% | -0.9% | +23.9% |
| 1Y | +174.5% | +33.4% | +141.2% | +150.0% |
| 3Y | +562.3% | +155.8% | +406.5% | +408.8% |
| 5Y | +463.9% | +214.0% | +249.9% | +307.9% |
| 10Y | +1,302.4% | +320.4% | +982.0% | +732.7% |
| All | +1,803.9% | +329.0% | +1,474.9% | +1,044.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling