+1,751.5%
CLS vs USFD
+368.6%
+1,382.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.8% | +6.6% |
| 7D | -10.6% | +3.9% | -14.5% | -12.4% |
| 30D | -38.4% | +12.8% | -51.3% | -41.9% |
| 3M | -29.9% | +1.0% | -30.8% | -30.7% |
| 6M | -40.6% | +30.3% | -70.9% | -48.4% |
| YTD | -24.6% | +46.0% | -70.6% | -38.3% |
| 1Y | -30.8% | +49.6% | -80.4% | -43.8% |
| 3Y | +811.7% | +166.3% | +645.5% | +477.1% |
| 5Y | +1,838.4% | +208.4% | +1,630.0% | +1,029.7% |
| 10Y | +1,751.5% | +371.2% | +1,380.3% | +704.5% |
| All | +1,751.5% | +368.6% | +1,382.9% | +704.5% |
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