+297.6%
CLF vs USFD
+329.0%
-31.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.0% |
| 7D | +7.6% | -3.0% | +10.6% | +9.0% |
| 30D | -1.2% | +3.5% | -4.7% | -3.2% |
| 3M | -13.4% | +26.6% | -39.9% | -23.5% |
| 6M | +15.4% | +11.7% | +3.7% | +7.9% |
| YTD | -5.9% | +38.1% | -44.0% | -22.2% |
| 1Y | +18.8% | +33.4% | -14.6% | -0.1% |
| 3Y | -19.4% | +155.8% | -175.2% | -51.3% |
| 5Y | -47.7% | +214.0% | -261.8% | -71.7% |
| 10Y | +130.4% | +320.4% | -190.0% | -11.2% |
| All | +297.6% | +329.0% | -31.4% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling