+288.2%
JCI vs USFD
+369.2%
-81.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -5.9% | +8.4% | -14.2% | -8.3% |
| 30D | -10.4% | +12.7% | -23.1% | -13.9% |
| 3M | -6.1% | +1.1% | -7.2% | -6.9% |
| 6M | +1.7% | +30.2% | -28.4% | -7.1% |
| YTD | +18.9% | +45.8% | -27.0% | +4.0% |
| 1Y | +16.1% | +51.9% | -35.8% | +0.1% |
| 3Y | +187.8% | +158.5% | +29.4% | +110.1% |
| 5Y | +103.2% | +208.0% | -104.8% | +38.6% |
| 10Y | +288.2% | +376.6% | -88.4% | +134.8% |
| All | +288.2% | +369.2% | -81.0% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling