+35.7%
CTSH vs USFD
+359.1%
-323.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -4.2% | +1.3% | -5.5% | -4.5% |
| 30D | +3.9% | +10.6% | -6.6% | +1.2% |
| 3M | +10.2% | -2.4% | +12.6% | +10.6% |
| 6M | +35.3% | +28.9% | +6.4% | +26.4% |
| YTD | -21.8% | +43.7% | -65.5% | -29.9% |
| 1Y | -12.1% | +48.5% | -60.6% | -22.1% |
| 3Y | +2.0% | +154.7% | -152.7% | -21.9% |
| 5Y | -15.3% | +218.4% | -233.7% | -39.7% |
| All | +35.7% | +359.1% | -323.4% | -9.7% |
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