+73.2%
CVE vs USFD
+156.9%
-83.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +2.5% | -3.0% | +5.5% | +3.1% |
| 30D | +16.7% | +3.5% | +13.2% | +15.9% |
| 3M | +9.3% | +26.6% | -17.3% | +3.4% |
| 6M | +43.6% | +11.7% | +31.9% | +39.8% |
| YTD | +93.6% | +38.1% | +55.5% | +73.7% |
| 1Y | +98.8% | +33.4% | +65.4% | +80.2% |
| All | +73.2% | +156.9% | -83.7% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling