+10.5%
CMCSA vs USFD
+339.9%
-329.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +5.0% | +3.0% | +2.1% | +4.3% |
| 30D | +16.5% | +11.1% | +5.4% | +13.7% |
| 3M | -1.6% | -0.3% | -1.3% | -1.6% |
| 6M | -5.0% | +15.9% | -20.9% | -8.4% |
| YTD | -8.3% | +41.6% | -49.9% | -16.1% |
| 1Y | +0.4% | +49.4% | -49.0% | -9.4% |
| 3Y | -31.0% | +157.8% | -188.8% | -45.6% |
| 5Y | -42.5% | +176.6% | -219.2% | -56.3% |
| 10Y | +12.6% | +375.4% | -362.8% | -25.6% |
| All | +10.5% | +339.9% | -329.3% | -27.3% |
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