-12.9%
CLX vs USFD
+159.7%
-172.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.2% |
| 7D | +12.4% | +3.9% | +8.5% | +11.3% |
| 30D | +21.1% | +10.7% | +10.4% | +18.4% |
| 3M | -3.3% | +6.3% | -9.6% | -4.7% |
| 6M | +18.8% | +16.2% | +2.6% | +14.8% |
| YTD | +3.9% | +41.9% | -38.0% | -3.8% |
| 1Y | -3.8% | +44.2% | -48.0% | -11.3% |
| All | -12.9% | +159.7% | -172.6% | -26.4% |
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