+320.2%
CVE vs USFD
+215.8%
+104.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +2.5% | -3.0% | +5.5% | +3.3% |
| 30D | +16.7% | +3.5% | +13.2% | +15.5% |
| 3M | +9.3% | +26.6% | -17.3% | +1.6% |
| 6M | +43.6% | +11.7% | +31.9% | +38.0% |
| YTD | +93.6% | +38.1% | +55.5% | +71.9% |
| 1Y | +98.8% | +33.4% | +65.4% | +78.0% |
| 3Y | +73.6% | +155.8% | -82.2% | +23.2% |
| All | +320.2% | +215.8% | +104.3% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling