+332.6%
CMI vs USFD
+359.9%
-27.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -14.0% | +10.2% | -24.2% | -16.4% |
| 3M | -28.1% | -1.5% | -26.7% | -28.1% |
| 6M | -35.8% | +27.3% | -63.2% | -40.4% |
| YTD | -10.5% | +44.0% | -54.5% | -20.0% |
| 1Y | -1.9% | +50.4% | -52.2% | -13.4% |
| 3Y | +121.0% | +153.6% | -32.6% | +68.9% |
| 5Y | +114.6% | +219.0% | -104.4% | +52.5% |
| All | +332.6% | +359.9% | -27.4% | +182.9% |
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