+165.3%
CNH vs USFD
+321.9%
-156.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +23.3% | -3.0% | +26.3% | +24.6% |
| 30D | +33.5% | +3.5% | +29.9% | +31.6% |
| 3M | +32.7% | +26.6% | +6.1% | +20.9% |
| 6M | +22.2% | +11.7% | +10.5% | +16.7% |
| YTD | +57.7% | +38.1% | +19.6% | +38.1% |
| 1Y | +28.0% | +33.4% | -5.4% | +13.2% |
| 3Y | +11.5% | +155.8% | -144.3% | -24.0% |
| 5Y | +11.9% | +214.0% | -202.2% | -30.6% |
| All | +165.3% | +321.9% | -156.6% | +36.8% |
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