+79.4%
CL vs USFD
+353.3%
-274.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.5% | -5.2% | +2.3% |
| 7D | +7.7% | +7.8% | -0.1% | +6.8% |
| 30D | +15.2% | +16.2% | -0.9% | +13.3% |
| 3M | +7.3% | +11.0% | -3.7% | +6.0% |
| 6M | +17.0% | +20.7% | -3.7% | +14.5% |
| YTD | +28.0% | +46.0% | -18.0% | +22.5% |
| 1Y | +32.1% | +49.8% | -17.7% | +26.1% |
| 3Y | +41.5% | +167.3% | -125.8% | +26.4% |
| 5Y | +43.9% | +197.2% | -153.3% | +25.7% |
| 10Y | +79.8% | +389.9% | -310.1% | +49.3% |
| All | +79.4% | +353.3% | -274.0% | +49.1% |
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