-9.6%
CNH vs USFD
+208.7%
-218.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +4.5% | +8.4% | -3.9% | +0.9% |
| 30D | +7.6% | +12.7% | -5.1% | +2.0% |
| 3M | +17.0% | +1.1% | +15.9% | +16.1% |
| 6M | +12.9% | +30.2% | -17.2% | -0.5% |
| YTD | +34.3% | +45.8% | -11.6% | +11.2% |
| 1Y | +28.5% | +51.9% | -23.4% | +4.1% |
| 3Y | +31.9% | +158.5% | -126.6% | -19.8% |
| 5Y | -9.6% | +208.0% | -217.7% | -51.7% |
| All | -9.6% | +208.7% | -218.3% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling