+124.1%
CMS vs USFD
+329.0%
-204.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -3.0% | +3.4% | +0.7% |
| 30D | -3.6% | +3.5% | -7.1% | -4.1% |
| 3M | -1.9% | +26.6% | -28.5% | -4.9% |
| 6M | -11.0% | +11.7% | -22.7% | -12.4% |
| YTD | +0.2% | +38.1% | -37.9% | -4.2% |
| 1Y | -1.3% | +33.4% | -34.7% | -5.3% |
| 3Y | +35.9% | +155.8% | -119.9% | +19.2% |
| 5Y | +23.1% | +214.0% | -191.0% | +3.6% |
| 10Y | +117.9% | +320.4% | -202.5% | +74.0% |
| All | +124.1% | +329.0% | -204.9% | +78.9% |
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