+130.0%
CVX vs USFD
+215.4%
-85.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +3.4% | +1.7% | +1.8% | +3.2% |
| 30D | -1.0% | +10.2% | -11.1% | -2.4% |
| 3M | +12.2% | -1.5% | +13.7% | +12.3% |
| 6M | +20.3% | +27.3% | -7.0% | +15.6% |
| YTD | +48.3% | +44.0% | +4.3% | +38.4% |
| 1Y | +46.9% | +50.4% | -3.4% | +35.8% |
| 3Y | +73.1% | +153.6% | -80.5% | +44.5% |
| All | +130.0% | +215.4% | -85.4% | +79.5% |
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 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