+6.2%
CLX vs USFD
+340.6%
-334.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | +12.4% | +3.9% | +8.5% | +12.3% |
| 30D | +21.1% | +10.7% | +10.4% | +20.7% |
| 3M | -3.3% | +6.3% | -9.6% | -3.5% |
| 6M | +18.8% | +16.2% | +2.6% | +18.2% |
| YTD | +3.9% | +41.9% | -38.0% | +2.9% |
| 1Y | -3.8% | +44.2% | -48.0% | -4.8% |
| 3Y | -10.5% | +159.8% | -170.3% | -12.0% |
| 5Y | -26.7% | +177.1% | -203.8% | -28.3% |
| 10Y | +19.9% | +376.2% | -356.3% | +18.9% |
| All | +6.2% | +340.6% | -334.5% | +5.3% |
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