+1,830.9%
CLS vs USFD
+340.6%
+1,490.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.8% | -10.2% | -11.9% |
| 7D | -27.3% | +3.9% | -31.2% | -28.8% |
| 30D | -47.0% | +10.7% | -57.7% | -49.7% |
| 3M | -43.3% | +6.3% | -49.6% | -45.6% |
| 6M | -50.8% | +16.2% | -67.0% | -55.0% |
| YTD | -30.4% | +41.9% | -72.3% | -42.4% |
| 1Y | -41.7% | +44.2% | -85.9% | -51.9% |
| 3Y | +701.4% | +159.8% | +541.6% | +414.3% |
| 5Y | +1,767.8% | +177.1% | +1,590.7% | +1,040.1% |
| 10Y | +1,636.8% | +376.2% | +1,260.7% | +707.0% |
| All | +1,830.9% | +340.6% | +1,490.3% | +796.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling