+349.8%
CSCO vs USFD
+340.6%
+9.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -7.0% |
| 7D | -11.9% | +3.9% | -15.8% | -12.6% |
| 30D | -18.8% | +10.7% | -29.5% | -20.7% |
| 3M | -21.2% | +6.3% | -27.5% | -22.5% |
| 6M | +1.9% | +16.2% | -14.3% | -2.0% |
| YTD | +26.1% | +41.9% | -15.8% | +14.8% |
| 1Y | +34.7% | +44.2% | -9.5% | +22.0% |
| 3Y | +94.0% | +159.8% | -65.7% | +53.0% |
| 5Y | +91.6% | +177.1% | -85.5% | +46.2% |
| 10Y | +323.2% | +376.2% | -53.0% | +183.7% |
| All | +349.8% | +340.6% | +9.2% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling