+35.4%
CMS vs USFD
+184.3%
-148.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +1.7% | +3.9% | -2.3% | +1.1% |
| 30D | +8.6% | +10.7% | -2.1% | +7.1% |
| 3M | -0.5% | +6.3% | -6.8% | -1.5% |
| 6M | -4.2% | +16.2% | -20.4% | -6.3% |
| YTD | +3.4% | +41.9% | -38.4% | -1.9% |
| 1Y | +0.4% | +44.2% | -43.8% | -5.0% |
| 3Y | +38.2% | +159.8% | -121.6% | +19.0% |
| 5Y | +35.4% | +177.1% | -141.7% | +14.1% |
| All | +35.4% | +184.3% | -148.8% | +14.1% |
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 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