+156.6%
USFD vs CNI
+21.8%
+134.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.2% | -1.1% | +0.9% | +0.3% |
| 30D | +12.3% | +7.6% | +4.7% | +9.5% |
| 3M | -0.7% | +1.6% | -2.3% | -1.3% |
| 6M | +31.3% | +16.6% | +14.7% | +23.8% |
| YTD | +45.7% | +31.3% | +14.4% | +30.8% |
| 1Y | +52.1% | +35.2% | +16.9% | +34.8% |
| All | +156.6% | +21.8% | +134.8% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling