+216.3%
USFD vs CLBK
+42.8%
+173.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | +3.5% | +9.1% | -5.6% | +1.3% |
| 3M | +26.6% | +27.7% | -1.1% | +19.1% |
| 6M | +11.7% | +40.8% | -29.1% | +2.4% |
| YTD | +38.1% | +66.4% | -28.3% | +21.2% |
| 1Y | +33.4% | +72.4% | -39.0% | +15.7% |
| 3Y | +155.8% | +50.7% | +105.1% | +124.8% |
| All | +216.3% | +42.8% | +173.6% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling