-2.3%
CLX vs USFD
+329.0%
-331.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -9.2% | -3.0% | -6.2% | -9.2% |
| 30D | -11.0% | +3.5% | -14.6% | -11.1% |
| 3M | +5.0% | +26.6% | -21.5% | +4.3% |
| 6M | -18.8% | +11.7% | -30.5% | -19.1% |
| YTD | -4.4% | +38.1% | -42.5% | -5.2% |
| 1Y | -21.9% | +33.4% | -55.2% | -22.5% |
| 3Y | -32.8% | +155.8% | -188.6% | -33.8% |
| 5Y | -34.6% | +214.0% | -248.6% | -35.6% |
| 10Y | -4.7% | +320.4% | -325.1% | -5.1% |
| All | -2.3% | +329.0% | -331.4% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling