-51.4%
CLF vs USFD
+188.3%
-239.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -19.6% | +3.0% | -22.5% | -21.1% |
| 30D | -5.0% | +11.1% | -16.0% | -10.8% |
| 3M | -6.3% | -0.3% | -6.0% | -7.3% |
| 6M | +2.8% | +15.9% | -13.1% | -7.7% |
| YTD | -13.7% | +41.6% | -55.3% | -34.0% |
| 1Y | +13.6% | +49.4% | -35.8% | -16.0% |
| 3Y | -34.0% | +157.8% | -191.8% | -67.1% |
| All | -51.4% | +188.3% | -239.7% | -78.6% |
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