-29.6%
CLS vs USFD
+49.6%
-79.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.5% | -17.5% | -9.0% |
| 7D | -21.1% | +7.8% | -29.0% | -21.1% |
| 30D | -38.2% | +16.2% | -54.4% | -38.8% |
| 3M | -36.3% | +11.0% | -47.3% | -36.8% |
| 6M | -43.8% | +20.7% | -64.5% | -45.9% |
| YTD | -20.0% | +46.0% | -66.0% | -38.2% |
| 1Y | -29.6% | +49.8% | -79.4% | -47.3% |
| All | -29.6% | +49.6% | -79.2% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling