+19.1%
CLX vs USFD
+369.7%
-350.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +13.6% | +3.0% | +10.6% | +13.5% |
| 30D | +23.4% | +11.1% | +12.3% | +22.9% |
| 3M | -2.8% | -0.3% | -2.6% | -2.9% |
| 6M | +14.0% | +15.9% | -1.9% | +13.4% |
| YTD | +4.2% | +41.6% | -37.4% | +3.2% |
| 1Y | -1.2% | +49.4% | -50.6% | -2.2% |
| 3Y | -12.7% | +157.8% | -170.5% | -14.1% |
| 5Y | -26.5% | +176.6% | -203.1% | -28.0% |
| All | +19.1% | +369.7% | -350.6% | +14.2% |
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