+48.2%
CSX vs USFD
+188.3%
-140.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | +3.0% | -8.5% | -6.5% |
| 30D | +4.9% | +11.1% | -6.1% | +1.5% |
| 3M | -2.9% | -0.3% | -2.6% | -3.0% |
| 6M | +8.3% | +15.9% | -7.5% | +2.7% |
| YTD | +36.7% | +41.6% | -4.9% | +20.0% |
| 1Y | +41.5% | +49.4% | -7.9% | +21.7% |
| 3Y | +68.6% | +157.8% | -89.2% | +19.1% |
| All | +48.2% | +188.3% | -140.1% | -3.3% |
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