+83.0%
CTVA vs USFD
+165.3%
-82.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.9% | -3.0% | +8.0% | +5.8% |
| 30D | +11.9% | +3.5% | +8.4% | +10.6% |
| 3M | +13.7% | +26.6% | -12.9% | +5.5% |
| 6M | +13.1% | +11.7% | +1.4% | +9.0% |
| YTD | +32.0% | +38.1% | -6.2% | +16.4% |
| 1Y | +22.1% | +33.4% | -11.3% | +9.1% |
| All | +83.0% | +165.3% | -82.3% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling