+121.5%
CMI vs USFD
+204.0%
-82.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.6% | +2.6% |
| 7D | -6.8% | +3.9% | -10.7% | -8.3% |
| 30D | -10.9% | +12.8% | -23.7% | -15.0% |
| 3M | -27.3% | +1.0% | -28.3% | -27.9% |
| 6M | -30.9% | +30.3% | -61.1% | -38.3% |
| YTD | -7.7% | +46.0% | -53.6% | -22.0% |
| 1Y | 0.0% | +49.6% | -49.6% | -16.5% |
| 3Y | +130.1% | +166.3% | -36.2% | +49.8% |
| 5Y | +121.5% | +208.4% | -86.9% | +32.2% |
| All | +121.5% | +204.0% | -82.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling