-49.6%
CLF vs USFD
+184.3%
-233.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.4% | -10.9% |
| 7D | -21.0% | +3.9% | -24.9% | -22.8% |
| 30D | -8.0% | +10.7% | -18.7% | -13.4% |
| 3M | -10.9% | +6.3% | -17.2% | -15.0% |
| 6M | +5.8% | +16.2% | -10.4% | -4.9% |
| YTD | -15.1% | +41.9% | -57.0% | -34.7% |
| 1Y | +7.2% | +44.2% | -37.0% | -18.3% |
| 3Y | -34.2% | +159.8% | -194.0% | -66.8% |
| 5Y | -49.6% | +177.1% | -226.7% | -77.4% |
| All | -49.6% | +184.3% | -233.8% | -77.4% |
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