+324.1%
USFD vs CHD
+123.3%
+200.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | -2.7% | -0.3% | -2.5% |
| 30D | +3.5% | -4.6% | +8.2% | +4.5% |
| 3M | +26.6% | +5.0% | +21.5% | +25.2% |
| 6M | +11.7% | -3.2% | +14.9% | +12.2% |
| YTD | +38.1% | +18.6% | +19.5% | +33.0% |
| 1Y | +33.4% | +4.8% | +28.6% | +31.6% |
| 3Y | +155.8% | +6.1% | +149.7% | +149.8% |
| 5Y | +214.0% | +24.0% | +190.1% | +195.8% |
| All | +324.1% | +123.3% | +200.8% | +232.6% |
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