+24.8%
USFD vs CHD
+2.2%
+22.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.1% |
| 7D | -7.0% | -4.2% | -2.8% | -6.0% |
| 30D | -10.3% | -7.6% | -2.7% | -8.6% |
| 3M | +9.2% | -1.6% | +10.8% | +9.5% |
| 6M | +7.4% | -6.3% | +13.7% | +8.2% |
| YTD | +29.4% | +14.6% | +14.8% | +25.7% |
| 1Y | +24.8% | +1.6% | +23.2% | +26.1% |
| All | +24.8% | +2.2% | +22.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling