+77.2%
CL vs USFD
+370.5%
-293.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +5.9% | +3.9% | +2.0% | +5.5% |
| 30D | +13.8% | +10.7% | +3.1% | +12.5% |
| 3M | +6.4% | +6.3% | +0.1% | +5.6% |
| 6M | +15.6% | +16.2% | -0.6% | +13.6% |
| YTD | +27.9% | +41.9% | -14.0% | +22.8% |
| 1Y | +31.4% | +44.2% | -12.8% | +25.9% |
| 3Y | +41.4% | +159.8% | -118.4% | +26.7% |
| 5Y | +42.8% | +177.1% | -134.3% | +25.7% |
| All | +77.2% | +370.5% | -293.3% | +42.9% |
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 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