-12.7%
CTSH vs USFD
+208.2%
-220.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.8% | +8.4% | -6.5% | -0.8% |
| 30D | +9.8% | +12.7% | -3.0% | +5.7% |
| 3M | +12.1% | +1.1% | +11.0% | +11.4% |
| 6M | +27.4% | +30.2% | -2.8% | +17.2% |
| YTD | -20.3% | +45.8% | -66.1% | -31.2% |
| 1Y | -8.8% | +51.9% | -60.7% | -22.7% |
| 3Y | +4.0% | +158.5% | -154.4% | -28.6% |
| All | -12.7% | +208.2% | -220.9% | -45.3% |
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 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