+48.3%
CVS vs USFD
+155.8%
-107.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +10.4% | +1.3% | +9.1% | +10.3% |
| 30D | +3.3% | +10.6% | -7.3% | +2.0% |
| 3M | -4.5% | -2.4% | -2.1% | -4.1% |
| 6M | -4.4% | +28.9% | -33.3% | -8.2% |
| YTD | +16.6% | +43.7% | -27.1% | +8.3% |
| 1Y | +15.3% | +48.5% | -33.2% | +6.1% |
| All | +48.3% | +155.8% | -107.5% | +21.2% |
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