+19.1%
CVS vs USFD
+339.9%
-320.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -7.1% | +3.0% | -10.0% | -7.8% |
| 30D | -4.0% | +11.1% | -15.0% | -6.0% |
| 3M | -12.2% | -0.3% | -12.0% | -12.5% |
| 6M | -2.2% | +15.9% | -18.1% | -5.3% |
| YTD | +8.9% | +41.6% | -32.7% | +1.2% |
| 1Y | +9.9% | +49.4% | -39.5% | +1.0% |
| 3Y | +32.1% | +157.8% | -125.8% | +9.5% |
| 5Y | +5.7% | +176.6% | -171.0% | -15.0% |
| 10Y | +39.0% | +375.4% | -336.3% | +7.7% |
| All | +19.1% | +339.9% | -320.7% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling