+214.3%
USFD vs CNI
+8.1%
+206.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.7% | +2.5% | -0.8% | +0.3% |
| 30D | +10.2% | +6.1% | +4.0% | +6.9% |
| 3M | -1.5% | +0.1% | -1.6% | -1.6% |
| 6M | +27.3% | +14.9% | +12.4% | +18.0% |
| YTD | +44.0% | +30.9% | +13.1% | +23.4% |
| 1Y | +50.4% | +33.9% | +16.4% | +26.9% |
| 3Y | +153.6% | +20.2% | +133.4% | +122.8% |
| All | +214.3% | +8.1% | +206.2% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling