+774.9%
CLS vs USFD
+164.1%
+610.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.8% | +6.7% |
| 7D | -10.6% | +3.9% | -14.5% | -11.9% |
| 30D | -38.4% | +12.8% | -51.3% | -41.7% |
| 3M | -29.9% | +1.0% | -30.8% | -30.3% |
| 6M | -40.6% | +30.3% | -70.9% | -49.5% |
| YTD | -24.6% | +46.0% | -70.6% | -42.7% |
| 1Y | -30.8% | +49.6% | -80.4% | -48.2% |
| All | +774.9% | +164.1% | +610.8% | +356.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling