+99.7%
CLF vs USFD
+369.7%
-270.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -19.6% | +3.0% | -22.5% | -21.0% |
| 30D | -5.0% | +11.1% | -16.0% | -10.3% |
| 3M | -6.3% | -0.3% | -6.0% | -7.4% |
| 6M | +2.8% | +15.9% | -13.1% | -6.4% |
| YTD | -13.7% | +41.6% | -55.3% | -30.2% |
| 1Y | +13.6% | +49.4% | -35.8% | -10.4% |
| 3Y | -34.0% | +157.8% | -191.8% | -60.5% |
| 5Y | -48.7% | +176.6% | -225.4% | -70.7% |
| All | +99.7% | +369.7% | -270.0% | -16.7% |
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