-34.0%
CLF vs USFD
+159.2%
-193.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -19.6% | +3.0% | -22.5% | -20.1% |
| 30D | -5.0% | +11.1% | -16.0% | -7.9% |
| 3M | -6.3% | -0.3% | -6.0% | -6.3% |
| 6M | +2.8% | +15.9% | -13.1% | -3.1% |
| YTD | -13.7% | +41.6% | -55.3% | -29.2% |
| 1Y | +13.6% | +49.4% | -35.8% | -9.7% |
| 3Y | -34.0% | +157.8% | -191.8% | -59.2% |
| All | -34.0% | +159.2% | -193.2% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling