-7.8%
CLX vs USFD
+156.3%
-164.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +9.5% | +1.7% | +7.8% | +9.1% |
| 30D | +30.7% | +10.2% | +20.5% | +27.9% |
| 3M | +4.2% | -1.5% | +5.7% | +4.3% |
| 6M | +22.1% | +27.3% | -5.2% | +16.1% |
| YTD | +14.1% | +44.0% | -29.9% | +5.4% |
| 1Y | +10.3% | +50.4% | -40.0% | +1.0% |
| 3Y | -7.8% | +153.6% | -161.4% | -20.5% |
| All | -7.8% | +156.3% | -164.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling