+192.6%
USFD vs CHD
+30.9%
+161.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | +3.0% | +2.0% | +1.0% | +2.4% |
| 30D | +11.1% | +13.0% | -1.9% | +7.2% |
| 3M | -0.3% | +6.1% | -6.4% | -2.0% |
| 6M | +15.9% | +15.9% | 0.0% | +10.8% |
| YTD | +41.6% | +31.6% | +10.0% | +30.3% |
| 1Y | +49.4% | +28.5% | +20.9% | +38.3% |
| 3Y | +157.8% | +30.5% | +127.4% | +131.1% |
| All | +192.6% | +30.9% | +161.6% | +140.0% |
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