+306.4%
CSCO vs USFD
+369.7%
-63.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -10.2% | +3.0% | -13.2% | -10.8% |
| 30D | -20.1% | +11.1% | -31.1% | -21.9% |
| 3M | -22.1% | -0.3% | -21.8% | -22.2% |
| 6M | +3.2% | +15.9% | -12.7% | -0.7% |
| YTD | +24.1% | +41.6% | -17.5% | +13.1% |
| 1Y | +34.6% | +49.4% | -14.8% | +20.9% |
| 3Y | +90.0% | +157.8% | -67.9% | +50.0% |
| 5Y | +88.6% | +176.6% | -88.1% | +43.8% |
| All | +306.4% | +369.7% | -63.3% | +168.2% |
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