-30.6%
CHTR vs USFD
+329.0%
-359.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | -3.0% | +2.0% | -0.5% |
| 30D | -0.8% | +3.5% | -4.3% | -1.6% |
| 3M | +17.8% | +26.6% | -8.8% | +12.4% |
| 6M | -34.5% | +11.7% | -46.2% | -36.1% |
| YTD | -27.2% | +38.1% | -65.3% | -32.3% |
| 1Y | -41.4% | +33.4% | -74.8% | -45.2% |
| 3Y | -64.0% | +155.8% | -219.8% | -70.5% |
| 5Y | -81.3% | +214.0% | -295.3% | -85.4% |
| 10Y | -44.1% | +320.4% | -364.4% | -64.3% |
| All | -30.6% | +329.0% | -359.6% | -56.0% |
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