+1,628.1%
CLS vs USFD
+369.7%
+1,258.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -22.2% | +3.0% | -25.1% | -23.5% |
| 30D | -44.4% | +11.1% | -55.4% | -47.2% |
| 3M | -34.3% | -0.3% | -34.0% | -34.8% |
| 6M | -50.1% | +15.9% | -65.9% | -54.3% |
| YTD | -30.1% | +41.6% | -71.7% | -42.1% |
| 1Y | -39.3% | +49.4% | -88.7% | -50.9% |
| 3Y | +732.7% | +157.8% | +574.9% | +433.7% |
| 5Y | +1,777.2% | +176.6% | +1,600.6% | +1,040.6% |
| All | +1,628.1% | +369.7% | +1,258.4% | +654.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling