+10.5%
CMCSA vs USFD
+322.6%
-312.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | -3.0% | +0.9% | -1.4% |
| 30D | +7.0% | +3.5% | +3.5% | +6.1% |
| 3M | +15.1% | +26.6% | -11.5% | +8.9% |
| 6M | -15.4% | +11.7% | -27.1% | -17.7% |
| YTD | -1.9% | +38.1% | -40.0% | -9.7% |
| 1Y | -12.7% | +33.4% | -46.1% | -19.2% |
| 3Y | -31.0% | +155.8% | -186.8% | -45.7% |
| 5Y | -46.1% | +214.0% | -260.1% | -60.2% |
| All | +10.5% | +322.6% | -312.1% | -28.0% |
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