+73.4%
CL vs USFD
+369.7%
-296.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.3% | +3.0% | -1.6% | +1.0% |
| 30D | +11.4% | +11.1% | +0.3% | +10.1% |
| 3M | +4.4% | -0.3% | +4.7% | +4.4% |
| 6M | +10.8% | +15.9% | -5.1% | +8.9% |
| YTD | +25.1% | +41.6% | -16.5% | +20.2% |
| 1Y | +28.0% | +49.4% | -21.4% | +22.2% |
| 3Y | +37.6% | +157.8% | -120.2% | +23.4% |
| 5Y | +39.7% | +176.6% | -136.9% | +23.0% |
| All | +73.4% | +369.7% | -296.3% | +39.8% |
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