+206.4%
CLSK vs USFD
+162.9%
+43.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.9% |
| 7D | +21.9% | -3.3% | +25.2% | +24.9% |
| 30D | +9.6% | -5.3% | +14.9% | +14.0% |
| 3M | -18.4% | +18.8% | -37.2% | -33.4% |
| 6M | +46.4% | +14.3% | +32.1% | +23.7% |
| YTD | +33.2% | +36.9% | -3.7% | -11.2% |
| 1Y | +47.0% | +31.7% | +15.3% | +3.1% |
| 3Y | +206.4% | +164.5% | +41.9% | +8.7% |
| All | +206.4% | +162.9% | +43.4% | +8.7% |
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