+79.7%
CTVA vs USFD
+188.3%
-108.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.2% | +3.0% | -0.7% | +1.3% |
| 30D | -17.6% | +11.1% | -28.7% | -20.1% |
| 3M | +3.4% | -0.3% | +3.7% | +3.2% |
| 6M | -2.6% | +15.9% | -18.5% | -7.0% |
| YTD | +19.1% | +41.6% | -22.5% | +5.9% |
| 1Y | +26.8% | +49.4% | -22.6% | +10.7% |
| 3Y | +63.9% | +157.8% | -94.0% | +21.1% |
| All | +79.7% | +188.3% | -108.6% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling