+83.5%
CLF vs USFD
+369.2%
-285.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -9.1% | +8.4% | -17.4% | -12.6% |
| 30D | -0.9% | +12.7% | -13.7% | -7.0% |
| 3M | +3.0% | +1.1% | +1.8% | +1.2% |
| 6M | +16.7% | +30.2% | -13.5% | +0.7% |
| YTD | -3.2% | +45.8% | -49.0% | -22.7% |
| 1Y | +24.6% | +51.9% | -27.3% | -2.4% |
| 3Y | -22.3% | +158.5% | -180.8% | -53.5% |
| 5Y | -41.2% | +208.0% | -249.2% | -67.9% |
| 10Y | +83.5% | +376.6% | -293.0% | -27.3% |
| All | +83.5% | +369.2% | -285.7% | -27.3% |
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