+512.2%
CMI vs USFD
+306.5%
+205.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.2% |
| 7D | +0.7% | -7.0% | +7.7% | +2.6% |
| 30D | -12.3% | -10.3% | -2.0% | -9.8% |
| 3M | -16.8% | +9.2% | -26.0% | -19.2% |
| 6M | +1.5% | +7.4% | -5.9% | -1.1% |
| YTD | +9.8% | +29.4% | -19.6% | +1.3% |
| 1Y | +42.6% | +24.8% | +17.7% | +32.5% |
| 3Y | +151.0% | +150.0% | +1.0% | +93.0% |
| 5Y | +167.0% | +195.5% | -28.5% | +94.1% |
| 10Y | +512.2% | +315.7% | +196.4% | +294.8% |
| All | +512.2% | +306.5% | +205.6% | +294.8% |
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 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