+218.8%
CVX vs USFD
+316.1%
-97.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +3.7% |
| 7D | +1.0% | -7.0% | +8.0% | +3.2% |
| 30D | +10.7% | -10.3% | +20.9% | +14.4% |
| 3M | +15.5% | +9.2% | +6.3% | +11.7% |
| 6M | +14.9% | +7.4% | +7.5% | +11.1% |
| YTD | +44.2% | +29.4% | +14.8% | +30.1% |
| 1Y | +43.5% | +24.8% | +18.7% | +30.6% |
| 3Y | +45.0% | +150.0% | -105.0% | +2.2% |
| 5Y | +172.2% | +195.5% | -23.3% | +72.6% |
| All | +218.8% | +316.1% | -97.3% | +58.6% |
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