+327.3%
CMI vs USFD
+376.0%
-48.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -9.3% | +8.4% | -17.7% | -11.4% |
| 30D | -13.2% | +12.7% | -26.0% | -16.2% |
| 3M | -28.2% | +1.1% | -29.3% | -28.7% |
| 6M | -32.7% | +30.2% | -62.9% | -37.9% |
| YTD | -10.1% | +45.8% | -56.0% | -19.9% |
| 1Y | -4.9% | +51.9% | -56.8% | -16.2% |
| 3Y | +120.4% | +158.5% | -38.1% | +67.6% |
| 5Y | +114.3% | +208.0% | -93.8% | +53.5% |
| All | +327.3% | +376.0% | -48.6% | +180.7% |
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 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