+216.3%
USFD vs CHD
+23.9%
+192.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | -2.7% | -0.3% | -2.3% |
| 30D | +3.5% | -4.6% | +8.2% | +4.9% |
| 3M | +26.6% | +5.0% | +21.5% | +24.6% |
| 6M | +11.7% | -3.2% | +14.9% | +12.4% |
| YTD | +38.1% | +18.6% | +19.5% | +31.0% |
| 1Y | +33.4% | +4.8% | +28.6% | +31.0% |
| 3Y | +155.8% | +6.1% | +149.7% | +145.7% |
| All | +216.3% | +23.9% | +192.5% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling