+105.2%
CNH vs USFD
+359.9%
-254.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.0% | +1.7% | +1.4% | +2.5% |
| 30D | -0.6% | +10.2% | -10.7% | -4.2% |
| 3M | +14.6% | -1.5% | +16.1% | +15.0% |
| 6M | +11.8% | +27.3% | -15.6% | +1.3% |
| YTD | +30.4% | +44.0% | -13.6% | +12.2% |
| 1Y | +19.1% | +50.4% | -31.3% | +0.5% |
| 3Y | +30.2% | +153.6% | -123.4% | -11.0% |
| 5Y | -17.8% | +219.0% | -236.8% | -49.3% |
| All | +105.2% | +359.9% | -254.7% | +3.8% |
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