+40.8%
CL vs USFD
+208.7%
-168.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.6% | +8.4% | -5.8% | +1.3% |
| 30D | +11.8% | +12.7% | -1.0% | +9.8% |
| 3M | +5.9% | +1.1% | +4.8% | +5.6% |
| 6M | +13.3% | +30.2% | -16.8% | +9.1% |
| YTD | +27.1% | +45.8% | -18.7% | +20.4% |
| 1Y | +28.0% | +51.9% | -23.9% | +20.5% |
| 3Y | +39.4% | +158.5% | -119.1% | +21.0% |
| 5Y | +40.8% | +208.0% | -167.3% | +17.9% |
| All | +40.8% | +208.7% | -168.0% | +17.9% |
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 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