+108.7%
CBOE vs USFD
+159.2%
-50.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +5.3% | +3.0% | +2.3% | +5.2% |
| 30D | +25.5% | +11.1% | +14.4% | +25.2% |
| 3M | +22.5% | -0.3% | +22.8% | +22.3% |
| 6M | +2.6% | +15.9% | -13.3% | +2.4% |
| YTD | +41.8% | +41.6% | +0.2% | +42.2% |
| 1Y | +40.9% | +49.4% | -8.5% | +41.7% |
| 3Y | +108.7% | +157.8% | -49.1% | +115.0% |
| All | +108.7% | +159.2% | -50.5% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling