+113.9%
CNH vs USFD
+375.5%
-261.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.7% | -0.2% | +6.8% | +6.8% |
| 30D | +7.2% | +12.3% | -5.1% | +2.5% |
| 3M | +17.5% | -0.7% | +18.2% | +17.5% |
| 6M | +15.0% | +31.3% | -16.3% | +3.0% |
| YTD | +36.8% | +45.7% | -8.9% | +17.1% |
| 1Y | +27.6% | +52.1% | -24.5% | +7.3% |
| 3Y | +34.3% | +158.2% | -123.9% | -8.8% |
| 5Y | -12.2% | +213.8% | -226.0% | -45.6% |
| 10Y | +113.9% | +367.0% | -253.2% | +7.9% |
| All | +113.9% | +375.5% | -261.7% | +7.9% |
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