+120.1%
CNH vs USFD
+339.9%
-219.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | -1.7% | +3.0% | -4.7% | -3.0% |
| 30D | -7.2% | +11.1% | -18.3% | -11.0% |
| 3M | +6.5% | -0.3% | +6.8% | +6.3% |
| 6M | +7.9% | +15.9% | -8.0% | +1.1% |
| YTD | +26.6% | +41.6% | -15.0% | +9.5% |
| 1Y | +13.8% | +49.4% | -35.6% | -3.8% |
| 3Y | +9.2% | +157.8% | -148.6% | -25.9% |
| 5Y | -15.6% | +176.6% | -192.2% | -45.3% |
| 10Y | +119.2% | +375.4% | -256.2% | +7.8% |
| All | +120.1% | +339.9% | -219.8% | +11.5% |
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