+67.8%
CSX vs USFD
+215.8%
-148.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -3.0% | -0.4% | -2.5% |
| 30D | -3.1% | +3.5% | -6.6% | -4.2% |
| 3M | +7.2% | +26.6% | -19.4% | -0.8% |
| 6M | +16.2% | +11.7% | +4.5% | +11.6% |
| YTD | +37.5% | +38.1% | -0.6% | +22.4% |
| 1Y | +53.2% | +33.4% | +19.8% | +37.7% |
| 3Y | +68.2% | +155.8% | -87.6% | +20.9% |
| All | +67.8% | +215.8% | -148.0% | +5.9% |
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