+40.5%
CVS vs USFD
+322.5%
-282.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.6% | -3.3% | +1.8% | -1.0% |
| 30D | +0.4% | -5.3% | +5.7% | +1.3% |
| 3M | -0.4% | +18.8% | -19.2% | -3.6% |
| 6M | +25.1% | +14.3% | +10.9% | +21.8% |
| YTD | +23.9% | +36.9% | -13.0% | +16.2% |
| 1Y | +41.1% | +31.7% | +9.4% | +33.1% |
| 3Y | +63.6% | +164.5% | -100.9% | +35.4% |
| 5Y | +31.5% | +212.6% | -181.1% | +3.9% |
| 10Y | +40.5% | +329.7% | -289.2% | +13.4% |
| All | +40.5% | +322.5% | -282.0% | +13.4% |
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 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