+124.0%
CNH vs USFD
+368.6%
-244.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +9.7% |
| 7D | +8.6% | +3.9% | +4.6% | +6.9% |
| 30D | +12.6% | +12.8% | -0.3% | +7.4% |
| 3M | +17.5% | +1.0% | +16.5% | +16.8% |
| 6M | +18.1% | +30.3% | -12.2% | +6.2% |
| YTD | +40.4% | +46.0% | -5.6% | +20.2% |
| 1Y | +34.0% | +49.6% | -15.6% | +13.4% |
| 3Y | +35.3% | +166.3% | -131.0% | -9.1% |
| 5Y | -5.1% | +208.4% | -213.5% | -40.8% |
| 10Y | +124.0% | +371.2% | -247.2% | +15.6% |
| All | +124.0% | +368.6% | -244.6% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling