+35.8%
CTSH vs USFD
+369.7%
-334.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -0.6% | +3.0% | -3.6% | -1.4% |
| 30D | +13.4% | +11.1% | +2.3% | +10.4% |
| 3M | +14.4% | -0.3% | +14.7% | +14.3% |
| 6M | +27.7% | +15.9% | +11.8% | +22.6% |
| YTD | -20.6% | +41.6% | -62.2% | -28.6% |
| 1Y | -9.1% | +49.4% | -58.5% | -19.5% |
| 3Y | +3.1% | +157.8% | -154.8% | -21.4% |
| 5Y | -11.8% | +176.6% | -188.4% | -35.1% |
| All | +35.8% | +369.7% | -334.0% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling