+22.7%
CTSH vs USFD
+340.6%
-317.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.9% |
| 7D | +6.4% | +3.9% | +2.5% | +5.3% |
| 30D | +16.3% | +10.7% | +5.6% | +13.3% |
| 3M | +20.0% | +6.3% | +13.7% | +17.9% |
| 6M | +29.9% | +16.2% | +13.7% | +24.6% |
| YTD | -18.4% | +41.9% | -60.2% | -26.6% |
| 1Y | -8.9% | +44.2% | -53.1% | -18.5% |
| 3Y | +6.0% | +159.8% | -153.8% | -19.1% |
| 5Y | -9.3% | +177.1% | -186.4% | -33.2% |
| 10Y | +46.7% | +376.2% | -329.4% | -5.6% |
| All | +22.7% | +340.6% | -317.9% | -21.3% |
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 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