+114.2%
CNH vs USFD
+340.6%
-226.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.9% |
| 7D | -0.4% | +3.9% | -4.3% | -2.0% |
| 30D | -15.2% | +10.7% | -25.9% | -18.6% |
| 3M | +4.3% | +6.3% | -2.1% | +1.4% |
| 6M | +10.1% | +16.2% | -6.2% | +3.1% |
| YTD | +23.2% | +41.9% | -18.7% | +6.5% |
| 1Y | +8.5% | +44.2% | -35.7% | -7.0% |
| 3Y | +4.1% | +159.8% | -155.7% | -29.5% |
| 5Y | -17.8% | +177.1% | -194.9% | -46.8% |
| 10Y | +113.3% | +376.2% | -262.8% | +4.9% |
| All | +114.2% | +340.6% | -226.4% | +8.5% |
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