+1,929.4%
CLS vs USFD
+375.5%
+1,553.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -0.2% | +2.9% | +3.0% |
| 30D | -30.1% | +12.3% | -42.4% | -33.9% |
| 3M | -21.7% | -0.7% | -21.0% | -22.2% |
| 6M | -36.2% | +31.3% | -67.5% | -44.7% |
| YTD | -17.8% | +45.7% | -63.5% | -32.7% |
| 1Y | -26.8% | +52.1% | -78.9% | -41.0% |
| 3Y | +853.4% | +158.2% | +695.1% | +511.0% |
| 5Y | +2,005.0% | +213.8% | +1,791.3% | +1,118.4% |
| 10Y | +1,929.4% | +367.0% | +1,562.4% | +778.0% |
| All | +1,929.4% | +375.5% | +1,553.9% | +778.0% |
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