-10.0%
CLX vs USFD
+163.9%
-173.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +13.6% | +8.4% | +5.3% | +11.6% |
| 30D | +29.1% | +12.7% | +16.3% | +25.7% |
| 3M | +1.6% | +1.1% | +0.5% | +1.1% |
| 6M | +18.7% | +30.2% | -11.4% | +12.3% |
| YTD | +11.1% | +45.8% | -34.7% | +2.4% |
| 1Y | +7.0% | +51.9% | -44.9% | -2.3% |
| 3Y | -10.0% | +158.5% | -168.5% | -23.0% |
| All | -10.0% | +163.9% | -173.9% | -23.0% |
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 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