+308.5%
CSCO vs USFD
+359.9%
-51.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.6% |
| 30D | -15.8% | +10.2% | -26.0% | -17.7% |
| 3M | -15.4% | -1.5% | -13.9% | -15.3% |
| 6M | -5.4% | +27.3% | -32.7% | -10.7% |
| YTD | +26.5% | +44.0% | -17.5% | +14.8% |
| 1Y | +25.9% | +50.4% | -24.5% | +13.0% |
| 3Y | +97.5% | +153.6% | -56.0% | +56.6% |
| 5Y | +93.0% | +219.0% | -125.9% | +43.2% |
| All | +308.5% | +359.9% | -51.4% | +171.5% |
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