+174.2%
CNH vs USFD
+329.0%
-154.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.0% |
| 6M | +22.2% | +11.7% | +10.5% | +16.8% |
| YTD | +57.7% | +38.1% | +19.6% | +38.2% |
| 1Y | +28.0% | +33.4% | -5.4% | +13.2% |
| 3Y | +11.5% | +155.8% | -144.3% | -23.9% |
| 5Y | +11.9% | +214.0% | -202.2% | -30.5% |
| 10Y | +162.8% | +320.4% | -157.6% | +34.3% |
| All | +174.2% | +329.0% | -154.8% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling