+224.3%
CTVA vs USFD
+178.3%
+45.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -2.1% | -3.3% | +1.3% | -1.1% |
| 30D | +12.0% | -5.3% | +17.4% | +13.8% |
| 3M | +13.5% | +18.8% | -5.3% | +7.6% |
| 6M | +12.1% | +14.3% | -2.2% | +7.2% |
| YTD | +29.0% | +36.9% | -7.9% | +16.1% |
| 1Y | +18.9% | +31.7% | -12.9% | +8.1% |
| 3Y | +78.9% | +164.5% | -85.6% | +31.2% |
| 5Y | +105.2% | +212.6% | -107.3% | +39.5% |
| All | +224.3% | +178.3% | +45.9% | +152.1% |
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