+31.8%
CLX vs USFD
+359.9%
-328.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +9.5% | +1.7% | +7.8% | +9.4% |
| 30D | +30.7% | +10.2% | +20.5% | +30.3% |
| 3M | +4.2% | -1.5% | +5.7% | +4.2% |
| 6M | +22.1% | +27.3% | -5.2% | +21.2% |
| YTD | +14.1% | +44.0% | -29.9% | +12.9% |
| 1Y | +10.3% | +50.4% | -40.0% | +9.1% |
| 3Y | -7.8% | +153.6% | -161.4% | -9.3% |
| 5Y | -20.8% | +219.0% | -239.8% | -22.2% |
| All | +31.8% | +359.9% | -328.2% | +29.3% |
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 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