+162.6%
CVX vs USFD
+215.8%
-53.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.3% | -3.0% | +6.4% | +3.8% |
| 30D | +12.9% | +3.5% | +9.3% | +12.2% |
| 3M | +11.7% | +26.6% | -14.9% | +7.4% |
| 6M | +14.1% | +11.7% | +2.4% | +11.8% |
| YTD | +40.7% | +38.1% | +2.6% | +32.0% |
| 1Y | +37.5% | +33.4% | +4.1% | +29.6% |
| 3Y | +43.9% | +155.8% | -111.9% | +19.2% |
| All | +162.6% | +215.8% | -53.2% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling