-65.5%
CHTR vs USFD
+162.9%
-228.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -0.3% | -3.3% | +3.0% | +0.7% |
| 30D | -4.5% | -5.3% | +0.8% | -3.0% |
| 3M | +10.2% | +18.8% | -8.5% | +4.8% |
| 6M | -37.2% | +14.3% | -51.5% | -39.9% |
| YTD | -30.2% | +36.9% | -67.1% | -38.0% |
| 1Y | -44.8% | +31.7% | -76.5% | -50.2% |
| 3Y | -65.5% | +164.5% | -230.0% | -77.3% |
| All | -65.5% | +162.9% | -228.4% | -77.3% |
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