+123.6%
CVE vs USFD
+353.3%
-229.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.5% | -16.1% | -11.4% |
| 7D | -12.1% | +7.8% | -19.9% | -15.5% |
| 30D | -9.8% | +16.2% | -26.0% | -16.4% |
| 3M | -0.7% | +11.0% | -11.7% | -6.4% |
| 6M | -4.3% | +20.7% | -25.0% | -14.0% |
| YTD | +70.6% | +46.0% | +24.6% | +37.8% |
| 1Y | +73.2% | +49.8% | +23.4% | +37.5% |
| 3Y | +60.3% | +167.3% | -107.0% | -5.4% |
| 5Y | +159.3% | +197.2% | -37.9% | +37.9% |
| 10Y | +147.4% | +389.9% | -242.5% | +6.9% |
| All | +123.6% | +353.3% | -229.7% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling