+435.2%
CBOE vs USFD
+329.0%
+106.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -3.6% | -3.0% | -0.6% | -3.1% |
| 30D | +5.1% | +3.5% | +1.5% | +4.4% |
| 3M | +4.6% | +26.6% | -22.0% | 0.0% |
| 6M | -0.3% | +11.7% | -12.0% | -2.6% |
| YTD | +19.8% | +38.1% | -18.4% | +11.9% |
| 1Y | +28.4% | +33.4% | -5.0% | +20.6% |
| 3Y | +104.1% | +155.8% | -51.7% | +65.7% |
| 5Y | +150.9% | +214.0% | -63.1% | +90.6% |
| 10Y | +393.5% | +320.4% | +73.1% | +226.2% |
| All | +435.2% | +329.0% | +106.2% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling