-7.3%
CTSH vs USFD
+156.9%
-164.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | +12.4% | +3.5% | +8.8% | +11.4% |
| 3M | +17.4% | +26.6% | -9.2% | +12.1% |
| 6M | -3.1% | +11.7% | -14.8% | -5.3% |
| YTD | -23.6% | +38.1% | -61.7% | -31.3% |
| 1Y | -10.8% | +33.4% | -44.2% | -18.8% |
| All | -7.3% | +156.9% | -164.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling