+212.6%
USFD vs CNI
+11.4%
+201.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -3.3% | +2.5% | -5.8% | -4.6% |
| 30D | -5.3% | -2.5% | -2.8% | -4.2% |
| 3M | +18.8% | +2.7% | +16.1% | +16.9% |
| 6M | +14.3% | +16.9% | -2.7% | +4.6% |
| YTD | +36.9% | +26.3% | +10.5% | +19.9% |
| 1Y | +31.7% | +31.1% | +0.6% | +12.7% |
| 3Y | +164.5% | +21.1% | +143.4% | +130.9% |
| 5Y | +212.6% | +11.0% | +201.6% | +191.3% |
| All | +212.6% | +11.4% | +201.2% | +191.3% |
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 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