+41.9%
CVX vs USFD
+165.3%
-123.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.3% | -3.0% | +6.4% | +3.7% |
| 30D | +12.9% | +3.5% | +9.3% | +12.3% |
| 3M | +11.7% | +26.6% | -14.9% | +8.0% |
| 6M | +14.1% | +11.7% | +2.4% | +12.3% |
| YTD | +40.7% | +38.1% | +2.6% | +31.9% |
| 1Y | +37.5% | +33.4% | +4.1% | +29.8% |
| All | +41.9% | +165.3% | -123.4% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling