+14.9%
CTSH vs USFD
+329.0%
-314.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -2.7% | -3.0% | +0.3% | -2.0% |
| 30D | +12.4% | +3.5% | +8.8% | +11.3% |
| 3M | +17.4% | +26.6% | -9.2% | +10.5% |
| 6M | -3.1% | +11.7% | -14.8% | -6.2% |
| YTD | -23.6% | +38.1% | -61.7% | -30.7% |
| 1Y | -10.8% | +33.4% | -44.2% | -18.5% |
| 3Y | -8.3% | +155.8% | -164.1% | -29.8% |
| 5Y | -11.3% | +214.0% | -225.4% | -36.6% |
| 10Y | +22.6% | +320.4% | -297.8% | -20.4% |
| All | +14.9% | +329.0% | -314.1% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling