+219.9%
CTVA vs USFD
+163.1%
+56.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | +0.3% |
| 7D | -5.8% | -7.0% | +1.2% | -3.8% |
| 30D | +11.1% | -10.3% | +21.4% | +14.5% |
| 3M | +13.2% | +9.2% | +4.0% | +10.0% |
| 6M | +8.7% | +7.4% | +1.3% | +5.8% |
| YTD | +27.3% | +29.4% | -2.1% | +16.4% |
| 1Y | +18.0% | +24.8% | -6.8% | +9.0% |
| 3Y | +76.5% | +150.0% | -73.5% | +31.5% |
| 5Y | +105.1% | +195.5% | -90.4% | +41.6% |
| All | +219.9% | +163.1% | +56.8% | +152.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling