+66.0%
CVE vs USFD
+46.1%
+19.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -16.1% | +3.0% | -19.1% | -15.3% |
| 30D | -10.4% | +11.1% | -21.4% | -8.8% |
| 3M | -2.4% | -0.3% | -2.1% | -1.8% |
| 6M | -4.4% | +15.9% | -20.3% | -1.5% |
| YTD | +64.9% | +41.6% | +23.3% | +67.2% |
| 1Y | +66.0% | +49.4% | +16.6% | +69.2% |
| All | +66.0% | +46.1% | +19.9% | +69.2% |
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 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