+31.9%
CVS vs USFD
+215.8%
-184.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.0% | -3.0% | +7.0% | +4.5% |
| 30D | -2.4% | +3.5% | -5.9% | -3.1% |
| 3M | +2.7% | +26.6% | -23.9% | -2.0% |
| 6M | +21.9% | +11.7% | +10.2% | +18.9% |
| YTD | +24.7% | +38.1% | -13.4% | +16.1% |
| 1Y | +35.4% | +33.4% | +2.1% | +26.8% |
| 3Y | +65.2% | +155.8% | -90.6% | +34.2% |
| All | +31.9% | +215.8% | -184.0% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling