+324.2%
CSCO vs USFD
+369.2%
-45.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +8.4% | -13.1% | -6.3% |
| 30D | -17.1% | +12.7% | -29.8% | -19.3% |
| 3M | -19.6% | +1.1% | -20.7% | -20.0% |
| 6M | +2.4% | +30.2% | -27.7% | -3.8% |
| YTD | +29.8% | +45.8% | -16.1% | +17.5% |
| 1Y | +38.7% | +51.9% | -13.3% | +24.2% |
| 3Y | +101.3% | +158.5% | -57.1% | +58.9% |
| 5Y | +94.8% | +208.0% | -113.2% | +45.5% |
| 10Y | +324.2% | +376.6% | -52.4% | +177.3% |
| All | +324.2% | +369.2% | -45.0% | +177.3% |
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