+430.4%
CMI vs USFD
+352.6%
+77.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.8% | -0.2% | -1.7% | -1.7% |
| 30D | -12.2% | +12.3% | -24.6% | -15.1% |
| 3M | -26.5% | -0.7% | -25.8% | -26.7% |
| 6M | -33.6% | +31.3% | -64.9% | -38.8% |
| YTD | -8.3% | +45.7% | -54.0% | -18.2% |
| 1Y | -1.3% | +52.1% | -53.4% | -13.0% |
| 3Y | +124.8% | +158.2% | -33.5% | +71.4% |
| 5Y | +119.9% | +213.8% | -93.9% | +57.3% |
| 10Y | +335.9% | +367.0% | -31.1% | +182.8% |
| All | +430.4% | +352.6% | +77.8% | +242.7% |
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 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