+330.5%
CSCO vs USFD
+375.5%
-45.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -12.6% | +12.3% | -25.0% | -14.9% |
| 3M | -16.0% | -0.7% | -15.3% | -16.1% |
| 6M | +2.8% | +31.3% | -28.4% | -3.6% |
| YTD | +33.2% | +45.7% | -12.5% | +20.7% |
| 1Y | +43.1% | +52.1% | -9.0% | +28.2% |
| 3Y | +106.7% | +158.2% | -51.5% | +63.2% |
| 5Y | +103.6% | +213.8% | -110.2% | +51.5% |
| 10Y | +330.5% | +367.0% | -36.5% | +184.7% |
| All | +330.5% | +375.5% | -45.0% | +184.7% |
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