+582.8%
CSX vs USFD
+340.6%
+242.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.5% |
| 7D | -2.7% | +3.9% | -6.6% | -3.9% |
| 30D | +7.0% | +10.7% | -3.7% | +3.9% |
| 3M | -0.3% | +6.3% | -6.6% | -2.4% |
| 6M | +13.5% | +16.2% | -2.7% | +8.0% |
| YTD | +41.5% | +41.9% | -0.4% | +26.2% |
| 1Y | +45.8% | +44.2% | +1.6% | +29.1% |
| 3Y | +74.4% | +159.8% | -85.4% | +29.0% |
| 5Y | +53.6% | +177.1% | -123.5% | +9.0% |
| 10Y | +465.6% | +376.2% | +89.5% | +239.5% |
| All | +582.8% | +340.6% | +242.1% | +313.2% |
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