+411.5%
CAH vs USFD
+359.9%
+51.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.5% | +1.7% | +1.8% | +3.1% |
| 30D | +13.5% | +10.2% | +3.3% | +11.2% |
| 3M | +21.8% | -1.5% | +23.3% | +22.0% |
| 6M | +51.5% | +27.3% | +24.2% | +44.0% |
| YTD | +38.1% | +44.0% | -5.9% | +27.2% |
| 1Y | +37.7% | +50.4% | -12.6% | +25.6% |
| 3Y | +179.6% | +153.6% | +26.0% | +127.8% |
| 5Y | +504.9% | +219.0% | +286.0% | +362.1% |
| All | +411.5% | +359.9% | +51.6% | +267.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling