-12.0%
CTSH vs USFD
+49.2%
-61.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.1% | +1.7% | -3.8% | -2.1% |
| 30D | +1.4% | +10.2% | -8.8% | +1.6% |
| 3M | +7.5% | -1.5% | +8.9% | +6.8% |
| 6M | +39.6% | +27.3% | +12.2% | +45.8% |
| YTD | -22.3% | +44.0% | -66.3% | -18.6% |
| 1Y | -12.0% | +50.4% | -62.3% | -7.6% |
| All | -12.0% | +49.2% | -61.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling