+362.3%
CSCO vs USFD
+322.6%
+39.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | -10.1% | +3.5% | -13.7% | -10.9% |
| 3M | -15.7% | +26.6% | -42.3% | -20.1% |
| 6M | +36.3% | +11.7% | +24.6% | +32.4% |
| YTD | +43.8% | +38.1% | +5.7% | +32.0% |
| 1Y | +63.9% | +33.4% | +30.6% | +51.4% |
| 3Y | +104.4% | +155.8% | -51.5% | +61.6% |
| 5Y | +111.4% | +214.0% | -102.7% | +57.1% |
| All | +362.3% | +322.6% | +39.7% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling