+132.3%
CMS vs USFD
+353.3%
-221.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.5% | -7.1% | +0.3% |
| 7D | +4.1% | +7.8% | -3.8% | +3.0% |
| 30D | +10.9% | +16.2% | -5.3% | +8.7% |
| 3M | -0.2% | +11.0% | -11.2% | -1.7% |
| 6M | -4.7% | +20.7% | -25.5% | -7.2% |
| YTD | +3.9% | +46.0% | -42.1% | -1.5% |
| 1Y | +0.4% | +49.8% | -49.4% | -5.2% |
| 3Y | +38.8% | +167.3% | -128.5% | +21.0% |
| 5Y | +37.1% | +197.2% | -160.1% | +16.2% |
| 10Y | +132.7% | +389.9% | -257.2% | +84.3% |
| All | +132.3% | +353.3% | -221.0% | +84.0% |
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