+563.7%
CSX vs USFD
+329.0%
+234.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -3.0% | -0.4% | -2.6% |
| 30D | -3.1% | +3.5% | -6.6% | -4.2% |
| 3M | +7.2% | +26.6% | -19.4% | -0.3% |
| 6M | +16.2% | +11.7% | +4.5% | +11.9% |
| YTD | +37.5% | +38.1% | -0.6% | +23.8% |
| 1Y | +53.2% | +33.4% | +19.8% | +39.0% |
| 3Y | +68.2% | +155.8% | -87.6% | +25.1% |
| 5Y | +65.2% | +214.0% | -148.8% | +13.1% |
| 10Y | +504.1% | +320.4% | +183.8% | +267.4% |
| All | +563.7% | +329.0% | +234.6% | +305.5% |
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