+215.1%
USFD vs CLBK
+59.4%
+155.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +3.0% | +0.6% | +2.3% | +2.7% |
| 30D | +11.1% | +2.9% | +8.2% | +9.5% |
| 3M | -0.3% | +3.0% | -3.2% | -2.1% |
| 6M | +15.9% | +27.3% | -11.4% | +1.3% |
| YTD | +41.6% | +58.0% | -16.4% | +9.6% |
| 1Y | +49.4% | +62.4% | -13.0% | +13.5% |
| 3Y | +157.8% | +46.9% | +110.9% | +93.5% |
| 5Y | +176.6% | +25.3% | +151.4% | +105.0% |
| All | +215.1% | +59.4% | +155.7% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling