+29.1%
CAVA vs USFD
+135.4%
-106.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.6% | -3.0% |
| 7D | -8.5% | -7.0% | -1.5% | -4.7% |
| 30D | -8.2% | -10.3% | +2.1% | -2.6% |
| 3M | -25.9% | +9.2% | -35.1% | -30.2% |
| 6M | -30.9% | +7.4% | -38.3% | -34.5% |
| YTD | -3.7% | +29.4% | -33.1% | -21.8% |
| 1Y | -13.4% | +24.8% | -38.3% | -28.3% |
| 3Y | +44.2% | +150.0% | -105.8% | -26.8% |
| All | +29.1% | +135.4% | -106.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling