+326.0%
JCI vs USFD
+339.9%
-13.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -9.4% | +3.0% | -12.3% | -10.5% |
| 30D | -13.4% | +11.1% | -24.5% | -16.5% |
| 3M | -12.4% | -0.3% | -12.1% | -12.8% |
| 6M | -5.1% | +15.9% | -21.0% | -10.3% |
| YTD | +13.7% | +41.6% | -27.9% | +0.4% |
| 1Y | +11.4% | +49.4% | -38.0% | -3.4% |
| 3Y | +175.9% | +157.8% | +18.0% | +101.9% |
| 5Y | +98.4% | +176.6% | -78.2% | +39.6% |
| 10Y | +311.2% | +375.4% | -64.2% | +144.3% |
| All | +326.0% | +339.9% | -13.8% | +153.9% |
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