+201.1%
CVX vs USFD
+354.7%
-153.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -9.7% | +3.0% | -12.7% | -10.8% |
| 30D | +3.6% | +11.1% | -7.4% | -0.1% |
| 3M | +13.3% | -0.3% | +13.6% | +12.7% |
| 6M | +16.9% | +15.9% | +1.0% | +10.2% |
| YTD | +43.4% | +41.6% | +1.8% | +25.2% |
| 1Y | +44.5% | +49.4% | -4.9% | +23.6% |
| 3Y | +64.0% | +157.8% | -93.9% | +14.4% |
| 5Y | +126.4% | +176.6% | -50.2% | +48.0% |
| All | +201.1% | +354.7% | -153.5% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling