-32.0%
CLX vs USFD
+156.9%
-188.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -9.2% | -3.0% | -6.2% | -8.6% |
| 30D | -11.0% | +3.5% | -14.6% | -11.7% |
| 3M | +5.0% | +26.6% | -21.5% | -0.1% |
| 6M | -18.8% | +11.7% | -30.5% | -20.9% |
| YTD | -4.4% | +38.1% | -42.5% | -11.3% |
| 1Y | -21.9% | +33.4% | -55.2% | -27.1% |
| All | -32.0% | +156.9% | -188.9% | -48.0% |
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