-37.8%
CHTR vs USFD
+352.6%
-390.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +13.4% | -0.2% | +13.5% | +13.4% |
| 30D | +33.0% | +12.3% | +20.7% | +29.9% |
| 3M | -13.6% | -0.7% | -12.9% | -13.5% |
| 6M | -7.8% | +31.3% | -39.0% | -12.7% |
| YTD | -34.7% | +45.7% | -80.4% | -39.9% |
| 1Y | -34.8% | +52.1% | -87.0% | -40.7% |
| 3Y | -66.7% | +158.2% | -225.0% | -72.8% |
| 5Y | -80.4% | +213.8% | -294.1% | -84.7% |
| 10Y | -50.0% | +367.0% | -417.0% | -68.9% |
| All | -37.8% | +352.6% | -390.3% | -61.0% |
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 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