+5.4%
CMCSA vs USFD
+375.5%
-370.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | +21.0% | +12.3% | +8.7% | +17.7% |
| 3M | -0.9% | -0.7% | -0.2% | -0.9% |
| 6M | +2.9% | +31.3% | -28.4% | -3.5% |
| YTD | -5.9% | +45.7% | -51.6% | -14.5% |
| 1Y | +2.5% | +52.1% | -49.7% | -8.0% |
| 3Y | -28.3% | +158.2% | -186.5% | -43.6% |
| 5Y | -40.8% | +213.8% | -254.5% | -56.2% |
| 10Y | +5.4% | +367.0% | -361.6% | -30.3% |
| All | +5.4% | +375.5% | -370.1% | -30.3% |
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 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