-15.8%
CTSH vs USFD
+215.4%
-231.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | +1.4% | +10.2% | -8.8% | -1.7% |
| 3M | +7.5% | -1.5% | +8.9% | +7.7% |
| 6M | +39.6% | +27.3% | +12.2% | +29.2% |
| YTD | -22.3% | +44.0% | -66.3% | -32.7% |
| 1Y | -12.0% | +50.4% | -62.3% | -25.2% |
| 3Y | +1.8% | +153.6% | -151.8% | -29.9% |
| All | -15.8% | +215.4% | -231.2% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling