+371.2%
USFD vs CHD
+181.4%
+189.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.7% |
| 7D | +3.9% | +0.8% | +3.1% | +3.8% |
| 30D | +12.8% | +13.5% | -0.6% | +10.0% |
| 3M | +1.0% | +8.1% | -7.2% | -0.7% |
| 6M | +30.3% | +19.9% | +10.4% | +25.3% |
| YTD | +46.0% | +34.0% | +12.0% | +37.2% |
| 1Y | +49.6% | +29.8% | +19.8% | +41.5% |
| 3Y | +166.3% | +28.7% | +137.5% | +150.2% |
| 5Y | +208.4% | +31.8% | +176.6% | +186.2% |
| 10Y | +371.2% | +178.2% | +193.1% | +255.8% |
| All | +371.2% | +181.4% | +189.8% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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