-2.8%
CMS vs USFD
+49.6%
-52.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.5% | +8.4% | -7.9% | -0.8% |
| 30D | +7.4% | +12.7% | -5.3% | +5.5% |
| 3M | +1.9% | +1.1% | +0.7% | +1.4% |
| 6M | -2.3% | +30.2% | -32.5% | -5.4% |
| YTD | +3.0% | +45.8% | -42.9% | -2.2% |
| 1Y | -2.8% | +51.9% | -54.7% | -8.5% |
| All | -2.8% | +49.6% | -52.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling