+73.2%
CVE vs USFD
+49.6%
+23.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.5% | -16.1% | -6.0% |
| 7D | -12.1% | +7.8% | -19.9% | -10.6% |
| 30D | -9.8% | +16.2% | -26.0% | -7.5% |
| 3M | -0.7% | +11.0% | -11.7% | +1.4% |
| 6M | -4.3% | +20.7% | -25.0% | -0.6% |
| YTD | +70.6% | +46.0% | +24.6% | +75.4% |
| 1Y | +73.2% | +49.8% | +23.4% | +78.8% |
| All | +73.2% | +49.6% | +23.5% | +78.8% |
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