+542.0%
CMI vs USFD
+329.0%
+213.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | -13.4% | +3.5% | -17.0% | -14.3% |
| 3M | -17.0% | +26.6% | -43.6% | -22.5% |
| 6M | -1.6% | +11.7% | -13.3% | -5.0% |
| YTD | +11.0% | +38.1% | -27.1% | +0.7% |
| 1Y | +41.9% | +33.4% | +8.5% | +29.7% |
| 3Y | +151.8% | +155.8% | -4.0% | +93.0% |
| 5Y | +163.6% | +214.0% | -50.4% | +89.3% |
| 10Y | +472.9% | +320.4% | +152.5% | +274.6% |
| All | +542.0% | +329.0% | +213.0% | +322.1% |
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