+149.2%
CBOE vs USFD
+214.9%
-65.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -4.6% | -3.3% | -1.3% | -4.3% |
| 30D | +2.6% | -5.3% | +8.0% | +3.2% |
| 3M | +4.9% | +18.8% | -13.8% | +3.1% |
| 6M | -2.2% | +14.3% | -16.4% | -3.6% |
| YTD | +17.7% | +36.9% | -19.1% | +13.5% |
| 1Y | +26.1% | +31.7% | -5.6% | +22.0% |
| 3Y | +97.1% | +164.5% | -67.4% | +71.0% |
| 5Y | +149.2% | +212.6% | -63.4% | +109.2% |
| All | +149.2% | +214.9% | -65.7% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling