+179.0%
CAH vs USFD
+159.2%
+19.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +8.5% | +3.0% | +5.5% | +7.8% |
| 30D | +17.0% | +11.1% | +6.0% | +14.9% |
| 3M | +14.6% | -0.3% | +14.9% | +14.3% |
| 6M | +42.5% | +15.9% | +26.7% | +38.6% |
| YTD | +33.5% | +41.6% | -8.1% | +23.3% |
| 1Y | +38.5% | +49.4% | -10.9% | +26.3% |
| 3Y | +179.0% | +157.8% | +21.2% | +132.7% |
| All | +179.0% | +159.2% | +19.8% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling