+508.0%
CBOE vs USFD
+359.1%
+148.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +4.5% | +1.3% | +3.2% | +4.2% |
| 30D | +26.2% | +10.6% | +15.7% | +23.7% |
| 3M | +27.1% | -2.4% | +29.6% | +27.5% |
| 6M | +4.2% | +28.9% | -24.7% | -1.0% |
| YTD | +48.0% | +43.7% | +4.3% | +36.9% |
| 1Y | +42.4% | +48.5% | -6.0% | +30.8% |
| 3Y | +116.8% | +154.7% | -37.9% | +75.7% |
| 5Y | +199.0% | +218.4% | -19.3% | +125.9% |
| All | +508.0% | +359.1% | +148.9% | +280.5% |
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 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