+231.7%
CTVA vs USFD
+180.9%
+50.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.9% | -3.0% | +8.0% | +5.9% |
| 30D | +11.9% | +3.5% | +8.4% | +10.6% |
| 3M | +13.7% | +26.6% | -12.9% | +5.7% |
| 6M | +13.1% | +11.7% | +1.4% | +8.9% |
| YTD | +32.0% | +38.1% | -6.2% | +18.5% |
| 1Y | +22.1% | +33.4% | -11.3% | +10.6% |
| 3Y | +77.5% | +155.8% | -78.3% | +31.4% |
| 5Y | +106.3% | +214.0% | -107.8% | +40.0% |
| All | +231.7% | +180.9% | +50.8% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling