+39.0%
CBOE vs USFD
+49.6%
-10.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -0.6% |
| 7D | +7.7% | +7.8% | -0.1% | +6.9% |
| 30D | +24.4% | +16.2% | +8.2% | +22.5% |
| 3M | +20.0% | +11.0% | +9.0% | +18.8% |
| 6M | +2.4% | +20.7% | -18.4% | +0.5% |
| YTD | +38.5% | +46.0% | -7.4% | +31.6% |
| 1Y | +39.0% | +49.8% | -10.8% | +31.5% |
| All | +39.0% | +49.6% | -10.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling