+3,269.5%
CLS vs USFD
+215.8%
+3,053.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | -3.0% | +7.6% | +6.1% |
| 30D | -13.9% | +3.5% | -17.4% | -15.9% |
| 3M | -26.6% | +26.6% | -53.1% | -36.5% |
| 6M | +15.4% | +11.7% | +3.7% | +7.1% |
| YTD | +5.7% | +38.1% | -32.5% | -14.8% |
| 1Y | +41.1% | +33.4% | +7.7% | +15.8% |
| 3Y | +1,228.6% | +155.8% | +1,072.8% | +664.9% |
| All | +3,269.5% | +215.8% | +3,053.6% | +1,473.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling