-13.4%
CMCSA vs USFD
+32.2%
-45.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.1% | -3.3% | +3.5% | +0.4% |
| 30D | +3.8% | -5.3% | +9.1% | +4.4% |
| 3M | +12.3% | +18.8% | -6.5% | +11.6% |
| 6M | -15.4% | +14.3% | -29.7% | -15.8% |
| YTD | -2.5% | +36.9% | -39.4% | -3.3% |
| 1Y | -13.4% | +31.7% | -45.1% | -11.8% |
| All | -13.4% | +32.2% | -45.5% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling