+321.5%
CSCO vs USFD
+368.6%
-47.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.5% |
| 7D | -2.9% | +3.9% | -6.8% | -3.7% |
| 30D | -16.7% | +12.8% | -29.5% | -18.9% |
| 3M | -18.4% | +1.0% | -19.4% | -18.8% |
| 6M | +2.9% | +30.3% | -27.3% | -3.3% |
| YTD | +30.4% | +46.0% | -15.5% | +18.1% |
| 1Y | +41.4% | +49.6% | -8.2% | +27.1% |
| 3Y | +104.7% | +166.3% | -61.6% | +60.5% |
| 5Y | +96.9% | +208.4% | -111.4% | +47.0% |
| 10Y | +321.5% | +371.2% | -49.8% | +175.1% |
| All | +321.5% | +368.6% | -47.1% | +175.1% |
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