+34.6%
CSCO vs USFD
+46.1%
-11.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -10.2% | +3.0% | -13.2% | -9.7% |
| 30D | -20.1% | +11.1% | -31.1% | -18.4% |
| 3M | -22.1% | -0.3% | -21.8% | -22.2% |
| 6M | +3.2% | +15.9% | -12.7% | +8.3% |
| YTD | +24.1% | +41.6% | -17.5% | +31.3% |
| 1Y | +34.6% | +49.4% | -14.8% | +42.5% |
| All | +34.6% | +46.1% | -11.6% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling