+368.3%
CAH vs USFD
+339.9%
+28.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 3M | +14.6% | -0.3% | +14.9% | +14.5% |
| 6M | +42.5% | +15.9% | +26.7% | +38.0% |
| YTD | +33.5% | +41.6% | -8.1% | +23.4% |
| 1Y | +38.5% | +49.4% | -10.9% | +26.6% |
| 3Y | +179.0% | +157.8% | +21.2% | +127.0% |
| 5Y | +507.2% | +176.6% | +330.6% | +377.9% |
| 10Y | +448.9% | +375.4% | +73.6% | +303.0% |
| All | +368.3% | +339.9% | +28.4% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling