+204.7%
CTVA vs USFD
+196.8%
+7.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.9% |
| 7D | +1.6% | +3.9% | -2.3% | +0.4% |
| 30D | -8.5% | +12.8% | -21.4% | -11.8% |
| 3M | +5.3% | +1.0% | +4.3% | +4.7% |
| 6M | -0.1% | +30.3% | -30.3% | -8.1% |
| YTD | +21.2% | +46.0% | -24.7% | +6.8% |
| 1Y | +27.0% | +49.6% | -22.6% | +11.0% |
| 3Y | +87.2% | +166.3% | -79.0% | +36.9% |
| 5Y | +77.9% | +208.4% | -130.5% | +21.3% |
| All | +204.7% | +196.8% | +7.9% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling