+340.6%
USFD vs CNI
+159.8%
+180.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -0.2% | -1.1% | +0.9% | +0.6% |
| 30D | +12.3% | +7.6% | +4.7% | +7.2% |
| 3M | -0.7% | +1.6% | -2.3% | -1.8% |
| 6M | +31.3% | +16.6% | +14.7% | +18.0% |
| YTD | +45.7% | +31.3% | +14.4% | +19.8% |
| 1Y | +52.1% | +35.2% | +16.9% | +22.1% |
| 3Y | +158.2% | +21.5% | +136.8% | +117.6% |
| 5Y | +213.8% | +8.5% | +205.3% | +183.0% |
| 10Y | +367.0% | +142.9% | +224.1% | +170.4% |
| All | +340.6% | +159.8% | +180.7% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling