+28.7%
CLX vs USFD
+375.5%
-346.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +7.8% | -0.2% | +7.9% | +7.8% |
| 30D | +28.5% | +12.3% | +16.2% | +28.0% |
| 3M | +1.3% | -0.7% | +2.0% | +1.3% |
| 6M | +23.4% | +31.3% | -7.9% | +22.4% |
| YTD | +11.4% | +45.7% | -34.3% | +10.2% |
| 1Y | +6.9% | +52.1% | -45.2% | +5.7% |
| 3Y | -9.8% | +158.2% | -168.0% | -11.2% |
| 5Y | -22.7% | +213.8% | -236.4% | -24.1% |
| 10Y | +28.7% | +367.0% | -338.3% | +26.1% |
| All | +28.7% | +375.5% | -346.8% | +26.1% |
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