-47.4%
CHTR vs USFD
+359.9%
-407.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +17.2% | +1.7% | +15.5% | +16.8% |
| 30D | +31.6% | +10.2% | +21.5% | +29.1% |
| 3M | -11.6% | -1.5% | -10.1% | -11.4% |
| 6M | -3.3% | +27.3% | -30.6% | -7.9% |
| YTD | -33.7% | +44.0% | -77.7% | -38.8% |
| 1Y | -32.4% | +50.4% | -82.8% | -38.2% |
| 3Y | -65.9% | +153.6% | -219.5% | -71.9% |
| 5Y | -79.9% | +219.0% | -298.9% | -84.3% |
| All | -47.4% | +359.9% | -407.3% | -66.1% |
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