+32.1%
CVS vs USFD
+159.2%
-127.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -7.1% | +3.0% | -10.0% | -7.4% |
| 30D | -4.0% | +11.1% | -15.0% | -5.3% |
| 3M | -12.2% | -0.3% | -12.0% | -12.2% |
| 6M | -2.2% | +15.9% | -18.1% | -4.7% |
| YTD | +8.9% | +41.6% | -32.7% | +1.1% |
| 1Y | +9.9% | +49.4% | -39.5% | +0.6% |
| 3Y | +32.1% | +157.8% | -125.8% | +2.7% |
| All | +32.1% | +159.2% | -127.1% | +2.7% |
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