-66.5%
CHTR vs USFD
+159.3%
-225.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +13.4% | -0.2% | +13.5% | +13.3% |
| 30D | +33.0% | +12.3% | +20.7% | +28.1% |
| 3M | -13.6% | -0.7% | -12.9% | -13.6% |
| 6M | -7.8% | +31.3% | -39.0% | -14.8% |
| YTD | -34.7% | +45.7% | -80.4% | -43.0% |
| 1Y | -34.8% | +52.1% | -87.0% | -44.2% |
| All | -66.5% | +159.3% | -225.8% | -77.0% |
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