+86.4%
CL vs USFD
+365.4%
-279.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +9.5% | +12.3% | -2.8% | +8.1% |
| 3M | +6.8% | -0.7% | +7.5% | +6.8% |
| 6M | +14.3% | +31.3% | -17.0% | +10.8% |
| YTD | +27.0% | +45.7% | -18.7% | +21.6% |
| 1Y | +26.3% | +52.1% | -25.9% | +20.3% |
| 3Y | +39.3% | +158.2% | -119.0% | +24.9% |
| 5Y | +41.5% | +213.8% | -172.2% | +23.1% |
| All | +86.4% | +365.4% | -279.0% | +55.4% |
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