+356.0%
JCI vs USFD
+329.0%
+27.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | -3.0% | +6.8% | +4.8% |
| 30D | -5.7% | +3.5% | -9.2% | -6.8% |
| 3M | -1.4% | +26.6% | -28.0% | -8.7% |
| 6M | +4.1% | +11.7% | -7.6% | +0.1% |
| YTD | +21.7% | +38.1% | -16.4% | +8.9% |
| 1Y | +36.1% | +33.4% | +2.8% | +22.8% |
| 3Y | +154.4% | +155.8% | -1.4% | +87.5% |
| 5Y | +112.0% | +214.0% | -102.0% | +44.8% |
| 10Y | +322.2% | +320.4% | +1.9% | +155.1% |
| All | +356.0% | +329.0% | +27.0% | +175.3% |
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