+216.6%
CVX vs USFD
+329.0%
-112.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.3% | -3.0% | +6.4% | +4.3% |
| 30D | +12.9% | +3.5% | +9.3% | +11.5% |
| 3M | +11.7% | +26.6% | -14.9% | +3.1% |
| 6M | +14.1% | +11.7% | +2.4% | +9.2% |
| YTD | +40.7% | +38.1% | +2.6% | +24.6% |
| 1Y | +37.5% | +33.4% | +4.1% | +22.7% |
| 3Y | +43.9% | +155.8% | -111.9% | +1.2% |
| 5Y | +161.5% | +214.0% | -52.6% | +63.4% |
| 10Y | +215.1% | +320.4% | -105.3% | +55.8% |
| All | +216.6% | +329.0% | -112.4% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling