+386.5%
CBOE vs USFD
+306.5%
+79.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.5% |
| 7D | -0.8% | -7.0% | +6.2% | +0.6% |
| 30D | +2.7% | -10.3% | +13.0% | +4.8% |
| 3M | +0.7% | +9.2% | -8.5% | -1.1% |
| 6M | -2.0% | +7.4% | -9.4% | -3.6% |
| YTD | +17.1% | +29.4% | -12.2% | +10.7% |
| 1Y | +26.5% | +24.8% | +1.7% | +20.2% |
| 3Y | +96.1% | +150.0% | -53.9% | +59.1% |
| 5Y | +149.3% | +195.5% | -46.2% | +90.5% |
| 10Y | +386.5% | +315.7% | +70.7% | +208.4% |
| All | +386.5% | +306.5% | +79.9% | +208.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling