+49.8%
USFD vs CLBK
+65.7%
-16.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.3% |
| 7D | +7.8% | +4.6% | +3.3% | +7.1% |
| 30D | +16.2% | -1.5% | +17.7% | +16.3% |
| 3M | +11.0% | +4.4% | +6.6% | +10.2% |
| 6M | +20.7% | +31.7% | -11.0% | +14.3% |
| YTD | +46.0% | +58.7% | -12.8% | +32.3% |
| 1Y | +49.8% | +64.9% | -15.1% | +33.2% |
| All | +49.8% | +65.7% | -16.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling