+31.7%
USFD vs CLBK
+70.4%
-38.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.3% | +1.1% | -4.5% | -3.5% |
| 30D | -5.3% | +7.8% | -13.1% | -6.4% |
| 3M | +18.8% | +23.9% | -5.1% | +14.5% |
| 6M | +14.3% | +42.3% | -28.0% | +7.1% |
| YTD | +36.9% | +65.4% | -28.5% | +24.4% |
| 1Y | +31.7% | +70.3% | -38.6% | +17.6% |
| All | +31.7% | +70.4% | -38.7% | +17.6% |
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 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