+88.1%
CSCO vs USFD
+188.3%
-100.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -10.2% | +3.0% | -13.2% | -10.9% |
| 30D | -20.1% | +11.1% | -31.1% | -22.2% |
| 3M | -22.4% | -0.3% | -22.1% | -22.5% |
| 6M | +2.8% | +15.9% | -13.1% | -1.5% |
| YTD | +23.6% | +41.6% | -18.0% | +9.7% |
| 1Y | +34.0% | +49.4% | -15.4% | +16.6% |
| 3Y | +89.3% | +157.8% | -68.6% | +36.2% |
| All | +88.1% | +188.3% | -100.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling