+25.9%
CSCO vs USFD
+49.2%
-23.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.2% |
| 7D | +1.9% | +1.7% | +0.2% | +2.1% |
| 30D | -15.8% | +10.2% | -26.0% | -14.3% |
| 3M | -15.4% | -1.5% | -13.9% | -15.9% |
| 6M | -5.4% | +27.3% | -32.7% | +0.7% |
| YTD | +26.5% | +44.0% | -17.5% | +32.6% |
| 1Y | +25.9% | +50.4% | -24.5% | +31.8% |
| All | +25.9% | +49.2% | -23.3% | +31.8% |
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