+52.0%
CVS vs USFD
+368.6%
-316.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.2% |
| 7D | -3.7% | +3.9% | -7.6% | -4.6% |
| 30D | -0.3% | +12.8% | -13.2% | -2.7% |
| 3M | -10.3% | +1.0% | -11.3% | -10.8% |
| 6M | -4.6% | +30.3% | -34.9% | -9.5% |
| YTD | +10.7% | +46.0% | -35.2% | +2.3% |
| 1Y | +11.2% | +49.6% | -38.4% | +2.3% |
| 3Y | +43.0% | +166.3% | -123.2% | +17.7% |
| 5Y | +8.6% | +208.4% | -199.8% | -14.4% |
| 10Y | +52.0% | +371.2% | -319.3% | +15.6% |
| All | +52.0% | +368.6% | -316.7% | +15.6% |
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