+376.6%
USFD vs CHD
+180.1%
+196.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +8.4% | +2.4% | +6.0% | +7.9% |
| 30D | +12.7% | +13.9% | -1.2% | +9.8% |
| 3M | +1.1% | +8.5% | -7.4% | -0.6% |
| 6M | +30.2% | +20.4% | +9.8% | +25.1% |
| YTD | +45.8% | +34.5% | +11.3% | +37.0% |
| 1Y | +51.9% | +33.8% | +18.2% | +42.8% |
| 3Y | +158.5% | +29.1% | +129.3% | +142.7% |
| 5Y | +208.0% | +31.2% | +176.8% | +186.0% |
| 10Y | +376.6% | +193.1% | +183.4% | +247.9% |
| All | +376.6% | +180.1% | +196.5% | +247.9% |
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