+135.8%
CVE vs USFD
+370.5%
-234.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.5% |
| 7D | -14.1% | +3.9% | -18.0% | -16.1% |
| 30D | -11.6% | +10.7% | -22.3% | -16.3% |
| 3M | 0.0% | +6.3% | -6.3% | -3.9% |
| 6M | -8.4% | +16.2% | -24.6% | -16.3% |
| YTD | +65.9% | +41.9% | +24.0% | +35.6% |
| 1Y | +69.4% | +44.2% | +25.2% | +36.7% |
| 3Y | +55.9% | +159.8% | -103.9% | -7.1% |
| 5Y | +146.2% | +177.1% | -30.9% | +35.1% |
| All | +135.8% | +370.5% | -234.7% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling