+214.3%
USFD vs CHD
+33.2%
+181.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | +1.7% | +3.6% | -2.0% | +0.5% |
| 30D | +10.2% | +10.4% | -0.3% | +7.0% |
| 3M | -1.5% | +12.2% | -13.7% | -4.8% |
| 6M | +27.3% | +19.9% | +7.4% | +20.5% |
| YTD | +44.0% | +36.4% | +7.6% | +31.0% |
| 1Y | +50.4% | +35.1% | +15.2% | +37.0% |
| 3Y | +153.6% | +29.2% | +124.4% | +128.7% |
| All | +214.3% | +33.2% | +181.0% | +164.5% |
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