+10.3%
CLX vs USFD
+49.2%
-38.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +9.5% | +1.7% | +7.8% | +9.0% |
| 30D | +30.7% | +10.2% | +20.5% | +27.5% |
| 3M | +4.2% | -1.5% | +5.7% | +4.1% |
| 6M | +22.1% | +27.3% | -5.2% | +15.7% |
| YTD | +14.1% | +44.0% | -29.9% | +4.0% |
| 1Y | +10.3% | +50.4% | -40.0% | -1.0% |
| All | +10.3% | +49.2% | -38.9% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling