+18.9%
CTVA vs USFD
+32.2%
-13.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -2.1% | -3.3% | +1.3% | -1.7% |
| 30D | +12.0% | -5.3% | +17.4% | +12.8% |
| 3M | +13.5% | +18.8% | -5.3% | +10.8% |
| 6M | +12.1% | +14.3% | -2.2% | +10.1% |
| YTD | +29.0% | +36.9% | -7.9% | +19.0% |
| 1Y | +18.9% | +31.7% | -12.9% | +15.4% |
| All | +18.9% | +32.2% | -13.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling