+217.2%
CVX vs USFD
+310.2%
-92.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.7% | -8.0% | +8.7% | +3.3% |
| 30D | +9.1% | -13.1% | +22.2% | +13.9% |
| 3M | +13.1% | +6.5% | +6.6% | +10.2% |
| 6M | +16.3% | +5.7% | +10.5% | +13.0% |
| YTD | +43.5% | +27.5% | +16.0% | +30.1% |
| 1Y | +40.2% | +23.4% | +16.7% | +28.0% |
| 3Y | +44.2% | +146.4% | -102.2% | +2.1% |
| 5Y | +170.6% | +196.8% | -26.1% | +71.2% |
| All | +217.2% | +310.2% | -92.9% | +58.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling