+388.9%
CBOE vs USFD
+330.1%
+58.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -4.6% | -3.3% | -1.3% | -4.0% |
| 30D | +2.6% | -5.3% | +8.0% | +3.7% |
| 3M | +4.9% | +18.8% | -13.8% | +1.4% |
| 6M | -2.2% | +14.3% | -16.4% | -4.9% |
| YTD | +17.7% | +36.9% | -19.1% | +10.1% |
| 1Y | +26.1% | +31.7% | -5.6% | +18.6% |
| 3Y | +97.1% | +164.5% | -67.4% | +58.3% |
| 5Y | +149.2% | +212.6% | -63.4% | +88.4% |
| All | +388.9% | +330.1% | +58.8% | +206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling